Use:

echo hello
echo:
echo world

echo hello & echo.world

This means you could define & echo. as a constant for a newline \n.

Here you go, create a .bat file with the following in it :

@echo off
REM Creating a Newline variable (the two blank lines are required!)
set NLM=^


set NL=^^^%NLM%%NLM%^%NLM%%NLM%
REM Example Usage:
echo There should be a newline%NL%inserted here.

echo.
pause

You should see output like the following:

There should be a newline
inserted here.

Press any key to continue . . .

You only need the code between the REM statements, obviously.

When echoing something to redirect to a file, multiple echo commands will not work. I think maybe the ">>" redirector is a good choice:

echo hello > temp
echo world >> temp

Just like Grimtron suggests - here is a quick example to define it:

@echo off
set newline=^& echo.
echo hello %newline%world

Output

C:\>test.bat
hello
world

Ken and Jeb solutions works well.

But the new lines are generated with only an LF character and I need CRLF characters (Windows version).

To this, at the end of the script, I have converted LF to CRLF.

Example:

TYPE file.txt | FIND "" /V > file_win.txt
del file.txt
rename file_win.txt file.txt

If one needs to use famous \n in string literals that can be passed to a variable, may write a code like in the Hello.bat script below:

@echo off
set input=%1
if defined input (
    set answer=Hi!\nWhy did you call me a %input%?
) else (
    set answer=Hi!\nHow are you?\nWe are friends, you know?\nYou can call me by name.
)

setlocal enableDelayedExpansion
set newline=^


rem Two empty lines above are essential
echo %answer:\n=!newline!%

This way multiline output may by prepared in one place, even in other scritpt or external file, and printed in another.

The line break is held in newline variable. Its value must be substituted after the echo line is expanded so I use setlocal enableDelayedExpansion to enable exclamation signs which expand variables on execution. And the execution substitutes \n with newline contents (look for syntax at help set). We could of course use !newline! while setting the answer but \n is more convenient. It may be passed from outside (try Hello R2\nD2), where nobody knows the name of variable holding the line break (Yes, Hello C3!newline!P0 works the same way).

Above example may be refined to a subroutine or standalone batch, used like call:mlecho Hi\nI'm your comuter:

:mlecho
setlocal enableDelayedExpansion
set text=%*
set nl=^


echo %text:\n=!nl!%
goto:eof

Please note, that additional backslash won't prevent the script from parsing \n substring.

After a sleepless night and after reading all answers herein, after reading a lot of SS64 > CMD and after a lot of try & error I found:

The (almost) Ultimate Solution

TL;DR

... for early adopters.

Set Newline Environment Variable ...

... in the Current CMD Session

:: Sets newline variables in the current CMD session
set \n=​^&echo:
set nl=​^&echo:

... for the Current User

:: Sets newline variables for the current user [HKEY_CURRENT_USER\Environment]
setx \n ​^&echo:
setx nl ​^&echo:

... for the Local Machine

:: Sets newline variables for the local machine [HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Session Manager\Environment]
setx \n ​^&echo: /m 
setx nl ​^&echo: /m 

Why just almost?

It does not work with double-quotes that are not paired (opened and closed) in the same printed line, except if the only unpaired double-quote is the last character of the text, e.g.:

• works: ""echo %\n%...after "newline". Before "newline"...%\n%...after "newline" (paired in each printed line)

• works: echo %\n%...after newline. Before newline...%\n%...after newline" (the only unpaired double-quote is the last character)

• doesn't work: echo "%\n%...after newline. Before newline...%\n%...after newline" (double-quotes are not paired in the same printed line)

  Workaround for completely double-quoted texts (inspired by Windows batch: echo without new line):

  set BEGIN_QUOTE=echo ^| set /p !="""
  ...
  %BEGIN_QUOTE%
  echo %\n%...after newline. Before newline...%\n%...after newline"
  

It works with completely single-quoted texts like:

echo '%\n%...after newline. Before newline...%\n%...after newline'

Added value: Escape Character

:: Escape character - useful for color codes when 'echo'ing
:: See https://docs.microsoft.com/en-us/windows/console/console-virtual-terminal-sequences#text-formatting
set ESC=

For the colors see also https://imgur.com/a/EuNXEar and https://gist.github.com/gerib/f2562474e7ca0d3cda600366ee4b8a45.

2nd added value: Getting Unicode characters easily

A great page for getting 87,461 Unicode characters (AToW) by keyword(s): https://www.amp-what.com/.

The Reasons

• The version in Ken's answer works apparently (I didn't try it), but is somehow...well...you see:

  set NLM=^
  
  
  set NL=^^^%NLM%%NLM%^%NLM%%NLM%
  

• The version derived from user2605194's and user287293's answer (without anything between '=' and '^'):

  set nl=^&echo:
  set \n=^&echo:
  

  works partly but fails with the variable at the beginning of the line to be echoed:

  > echo %\n%Hello%\n%World!
  echo   & echo:Hello & echo:World!
  echo is ON.
  Hello
  World
  

  due to the blank argument to the first echo.

• All others are more or less invoking three echos explicitely.

• I like short one-liners.

The Story Behind

To prevent set \n=^&echo: suggested in answers herein echoing blank (and such printing its status) I first remembered the Alt+255 user from the times when Novell was a widely used network and code pages like 437 and 850 were used. But 0d255/0xFF is ›Ÿ‹ (Latin Small Letter Y with diaeresis) in Unicode nowadays.

Then I remembered that there are more spaces in Unicode than the ordinary 0d32/0x20 but all of them are considered whitespaces and lead to the same behaviour as ›␣‹.

But there are even more: the zero width spaces and joiners which are not considered as whitespaces. The problem with them is, that you cannot C&P them since with their zero width there's nothing to select. So, I copied one that is close to one of them, the hair space (U+200A) which is right before the zero width space (U+200B) into Notepad++, opened its Hex-Editor plugin, found its bit representation E2 80 8A and changed it to E2 80 8B. Success! I had a non-whitespace character that's not visible in my \n environment variable.

why not use substring/replace space to echo;?

set "_line=hello world"
echo\%_line: =&echo;%

• Results:

hello
world

• Or, replace \n to echo;

set "_line=hello\nworld"
echo\%_line:\n=&echo;%

For windows 10 with virtual terminal sequences there exists the means control the cursor position to a high degree.

To define the escape sequence 0x1b, the following can be used:

@Echo off
 For /f %%a in ('echo prompt $E^| cmd')Do set \E=%%a

To output a single newline Between Strings:

<nul set /p "=Hello%\E%[EWorld"

To output n newlines where n is replaced with an integer:

<nul set /p "=%\E%[nE"

Many

Please note that all solutions that use cursor positioning according to Console Virtual Terminal Sequences, Cursor Positioning with:

only work as long as the bottom of the console window is not reached.

At the bottom there is no space left to move the cursor down so it just moves left (with the CR of CRLF) and the line printed before is overwritten from its beginning.

simple

set nl=.
echo hello
echo%nl%
REM without space ^^^
echo World

Result:

hello
world

Be aware, this won't work in console because it'll simulate an escape key and clear the line.

Using this code, replace <ESC> with the 0x1b escape character or use this Pastebin link:

:: Replace <ESC> with the 0x1b escape character or copy from this Pastebin:
:: https://pastebin.com/xLWKTQZQ

echo Hello<ESC>[Eworld!

:: OR

set "\n=<ESC>[E"
echo Hello%\n%world!

Adding a variant to Ken's answer, that shows setting values for environment variables with new lines in them.

We use this method to append error conditions to a string in a VAR, then at the end of all the error checking output to a file as a summary of all the errors.

This is not complete code, just an example.

@echo off
SETLOCAL ENABLEDELAYEDEXPANSION
:: the two blank lines are required!
set NLM=^


set NL=^^^%NLM%%NLM%^%NLM%%NLM%
:: Example Usage:

Set ErrMsg=Start Reporting:
:: some logic here finds an error condition and appends the error report
set ErrMsg=!ErrMsg!!NL!Error Title1!NL!Description!NL!Summary!NL!

:: some logic here finds another error condition and appends the error report
set ErrMsg=!ErrMsg!!NL!Error Title2!NL!Description!NL!Summary!NL!

:: some logic here finds another error condition and appends the error report
set ErrMsg=!ErrMsg!!NL!Error Title3!NL!Description!NL!Summary!NL!

echo %ErrMsg%
pause
echo %ErrMsg% > MyLogFile.log

Log and Screen output look like this...