It is documented in the Scripting Guide found in the JMP Documentation Library found under the Help pull down menu.
I did a "Whole Word" search on "new line" and found a reference to it
Write() sends the message that you specify to the log. Write() is the same as Print() except
that it suppresses the quotation marks around the text string, and it does not start on a new
line unless you include a return character yourself with the \!N escape sequence.
myText = "Here is a message.";
Write( "Here is a message." );
Here is a message.
Write( myText || " Do not forget to buy milk." ); // use || to concatenate
Write( "\!NAnd bread." ); // use \!N for return
Here is a message. Do not forget to buy milk.
And bread.
The sequence \!N inserts the line breaking characters that are appropriate for the host
environment. For an explanation of the three line breaking escape
Jim