Q: how to use the enter key to add a new line

What happens when you do tap on Enter? Does the cursor move to the next line? It should. If not try unpairing and pairing your BT keyboard again.  Set up and use third-party Bluetooth accessories - Apple Support

In what context? Depending on where you're typing, "enter" may give you a new line or, it may send the information and move you to the next field.

Are you using the "Enter" key (usually on the numeric keypad) or the "return" key. I think the "return" key should do what you want.

Sorry, don't have an Apple BT keyboard to test myself.

Have you tried Shift+Enter?  That combination provides a soft line break in MS Word and a line break in Facebook entries.