How to tell bash that the line continues on the next line

The character is a backslash \

From the bash manual:

The backslash character ‘\’ may be used to remove any special meaning for the next character read and for line continuation.

In general, you can use a backslash at the end of a line in order for the command to continue on to the next line. However, there are cases where commands are implicitly continued, namely when the line ends with a token than cannot legally terminate a command. In that case, the shell knows that more is coming, and the backslash can be omitted. Some examples:

# In general
$ echo "foo" \
> "bar"
foo bar

# Pipes
$ echo foo |
> cat
foo

# && and ||
$ echo foo &&
> echo bar
foo
bar
$ false ||
> echo bar
bar

Different, but related, is the implicit continuation inside quotes. In this case, without a backslash, you are simply adding a newline to the string.

$ x="foo
> bar"
$ echo "$x"
foo
bar

With a backslash, you are again splitting the logical line into multiple logical lines.

$ x="foo\
> bar"
$ echo "$x"
foobar