A quite efficient and platform independent solution would be using the system property for line separators and the StringBuilder class to build strings:
String separator = System.getProperty("line.separator");
String[] lines = {"Line 1", "Line 2" /*, ... */};
StringBuilder builder = new StringBuilder(lines[0]);
for (int i = 1; i < lines.length(); i++) {
builder.append(separator).append(lines[i]);
}
String multiLine = builder.toString();