How to write a multiline command?
After trying almost every key on my keyboard:
C:\Users\Tim>cd ^Mehr? DesktopC:\Users\Tim\Desktop>So it seems to be the ^ key.
In the Windows Command Prompt the ^ is used to escape the next character on the command line. (Like \ is used in strings.) Characters that need to be used in the command line as they are should have a ^ prefixed to them, hence that's why it works for the newline.
For reference the characters that need escaping (if specified as command arguments and not within quotes) are: &|()
So the equivalent of your linux example would be (the More? being a prompt):
C:\> dir ^More? C:\Windows
The caret character works, however the next line should not start with double quotes. e.g. this will not work:
C:\ ^"SampleText" ..Start next line without double quotes (not a valid example, just to illustrate)