Insert a Carriage-Return-Linefeed (CRLF) between each line.
The safest way to do that is to use
<a href="https://msdn.microsoft.com/en-us/library/system.environment.newline(v=vs.110).aspx">Environment.NewLine</a>[<a href="https://msdn.microsoft.com/en-us/library/system.environment.newline(v=vs.110).aspx" target="_blank" title="New Window">^</a>]
e.g.
var sb = new StringBuilder();
sb.Append("Campaign should not be blank in the following lines");
sb.Append(Environment.NewLine);
sb.Append("1 5 6 7" );
sb.Append(Environment.NewLine);
sb.Append("Date in the report should be equal to Report Date selected in Portal in the following lines");
sb.Append(Environment.NewLine);
sb.Append("1 5 6 7");
sb.Append(Environment.NewLine);
sb.Append("Agent Id should not be blank in the following lines");
sb.Append(Environment.NewLine);
sb.Append("1 5 6 7");
label1.Text = sb.ToString();