Here I’m just declaring a variable and setting the CR and line breaks to it. you can use one of these CHAR(13) for CR and CHAR(10) is for DOS/Windows style CRLF Line breaks.
DECLARE @line_break NVARCHAR(2);
SET @line_break = CHAR(13) + CHAR(10);
PRINT '-------------------------'+@line_break+'Line 1' + @line_break + 'Line 2' + @line_break +'-------------------------'
result…
-------------------------
Line 1
Line 2
-------------------------