I didn't see any similar questions asked on this topic, and I had to research this for something I'm working on right now. Thought I would post the answer for it in case anyone else had the same question.
char(13) is CR. For DOS-/Windows-style CRLF linebreaks, you want char(13)+char(10), like:
char(13)
CR
CRLF
char(13)+char(10)
'This is line 1.' + CHAR(13)+CHAR(10) + 'This is line 2.'
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