In the VBA syntax a newline is significant. Each statement is ended by a newline.
Therefore a statement such as
myString = "first line of the string
second line of the string"
Will return a syntax error because the first line contains a string definition that is missing the closing double quotes.
So you should make sure that you either put the complete statement on one line
myString = "first line of the string second line of the string"
Or you do it in two statements
myString = "first line of the string"
myString = MyString & "second line of the string"
But now you are still missing your newline. You can add that into the mix like this
myString = "first line of the string" & vbNewLine & "second line of the string"
Or in the multiple line variant
myString = "first line of the string" & vbNewLine
myString = MyString & "second line of the string"
Now the first variant become hard to read if there are many line, and the second variant has each time has the part myString = MyString & which is annoying.
You can avoid all that with the line continuation character _ (underscore)
Then you end up with this way of defining multiple line strings in your code
myString = "first line of the string" & vbNewLine & _
"second line of the string" & vbNewLine & _
"third line of the string" & vbNewLine & _
"fourth line of the string"
Which is my favorite variant