Let me help you out here. I think @SethTisue is talking about actually pasting code into the REPL and @ndas1971 about typing code into the REPL but wanting multiple lines to be interpreted together.
You can enter multiple lines by using “soft return”. My best guess is that that would be Shift+Enter on Windows. There’s also a slight chance you have to configure something in your terminal application for that to work (like I had to do).