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.