how to put a new line inside a string in c++

i was thinking if it is possible to make a string in c++ which contains data in it like , i dont want to make a string of strings or an array of strings suppose i have a string mv
mv =
"hello
new
world "
hello , new and world are in different lines .now if we print mv then hello , new and world should come on different lines.

i was also thinking in respect to competitive programming if concatenate all the answers of queries in a single string and then output the answer or cout all the queries one by one, will be there a time difference in both the outputs