[DobbysGamertag]

To start a new line you add \n

So this: test\n1\n2\n3 will appear as

test
1
2
3

ShowPlayerDialog(playerid,DIALOGID,DIALOG_STYLE_LI ST,"TITLE","List 1\nList2\nList3","OK","Close");
https://sampwiki.blast.hk/wiki/Dialog_Styles