Yes - I just tested on Win10+11 because I thought "there is no way I didn't accidentally do something like this on accident... and I would have remembered seeing a new line in my file name when I made that mistake."
I just opened a folder in file explorer, clicked 'rename' and then tried the following combinations:
Enter
L Ctrl + Enter
L Alt + Enter
Win + Enter
R Ctrl + Enter
R Alt + Enter
None of them let me put new lines in the filename - it either did nothing, or 'closed' the rename view.
Shrug, I last used windows with Windows 7, so you are probably right. That being said, at least two of the students I am currently tutoring are on XP and one of my colleagues as well :D
Right, I just remembered the main way to create those filenames: open the pdf, select and copy the title, close, rename the file and paste from clipboard.