If there is a space in the caption and if you resize the column,
DeepSee automatically wraps the caption appropriately.
I do not know if there is a way to force a line break.
As an aside, the documentation is overly conservative about measure
names & other captions, I think. I just tried several non-alphanumeric
characters and they were rendered fine. That said, I'd avoid using any
sort of control character.