Here's one way to accomplish this in a Windows batch file. Inside the batch file, echo the text to an output redirection, e.g. "> here.txt". Use carets "^" followed by double linebreaks to output on separate lines:
here_test.bat
echo This is my ^
multi-line here document ^
that this batch file ^
will print! > here.txt
When executed here_text.bat will create a new file here.txt containing the lines of text:
This is my
multi-line here document
that this batch file
will print!
multi-line here document
that this batch file
will print!