To include a line ending in data for a variable text link, use either the InDesign Tag or the MPS Tag for the line ending character. Then, set up the variable link to use the appropriate filter. 

For example, to include a New Line (soft return / shift+return) character, insert the 
"<0x000A>" InDesign Tag, or insert the "<\n>" MPS Tag, in the data where you would like a new line to be placed when this data is merged into a variable text link. 

To include a Carriage Return (new paragraph) character, insert the "<0x000D>" InDesign Tag, or insert the "<#13>" MPS Tag, in the data where you would like a carriage return to be placed when this data is merged into a variable text link. 

To set up a document's variable link to use a filter, open the document. Then, open the Variable Links dialog (DesignMerge > Setup > Variable Links) and select in the list on the left the variable link whose setting you wish to set. This will display that variable link's settings on the right side of the dialog. Select Text for the Type setting. This will display a Filter option. Select the appropriate filter depending upon which type of Tag is in the data for that variable link. For example, if the data contains one or more InDesign Tags, select InDesign Tags. If the data contains one or more MPS Tags, select MPS Tags. 

You can also insert a combination of MPS Tags and InDesign Tags in data. In that case, select MPS Tags for the variable link's Filter option. 

For more information about InDesign Tags, please see your InDesign Documentation. 

For more information about MPS Tags, see How to use MPS Tags to style variable data