How to enter a multi-line command

You can use a space followed by the grave accent (backtick):

Get-ChildItem -Recurse `
  -Filter *.jpg `
  | Select LastWriteTime

However, this is only ever necessary in such cases as shown above. Usually you get automatic line continuation when a command cannot syntactically be complete at that point. This includes starting a new pipeline element:

Get-ChildItem |
  Select Name,Length

will work without problems since after the | the command cannot be complete since it's missing another pipeline element. Also opening curly braces or any other kind of parentheses will allow line continuation directly:

$x=1..5
$x[
  0,3
] | % {
  "Number: $_"
}

Similar to the | a comma will also work in some contexts:

1,
2

Keep in mind, though, similar to JavaScript's Automatic Semicolon Insertion, there are some things that are similarly broken because the line break occurs at a point where it is preceded by a valid statement:

return
  5

will not work.

Finally, strings (in all varieties) may also extend beyond a single line:

'Foo
bar'

They include the line breaks within the string, then.

I just found out that there must not be any character between the back tick and the line break. Even whitespace will cause the command to not work.