(from comments)
actual it contains a slash n
and
it returns a 92
(where "it" is the character code at the index of the ...\n..., so: a slash)
If the contents are a slash and an n, then: that isn't a newline, and the tools are doing the correct thing by representing it as a slash and an n. The \n syntax only applies to C# literals, as a way of telling the compiler to include something that isn't actually a slash and an n.
A C# literal expressed as "foo\nbar" is the string with contents:
foo
bar
(a newline)
However, a string with contents foo\nbar is the string with contents:
foo\nbar
(a slash and an n, no newlines)
For completeness, there's also C# verbatim string literals, expressed as @"foo\nbar" which is also the string with contents
foo\nbar
(a slash and an n, no newlines)
When you load a string value from the database, you aren't using C# literals - you are just dealing with strings. So a slash and an n means: a slash and an n. Not a newline.
So: if possible, store what you actually mean. The text in the database should contain a newline, not a slash and an n. If the line-breaks don't show as line breaks when you do select TheValue from TheTable, it isn't stored correctly.
If that isn't an option, you'll have to use some kind of text replace (maybe .Replace(@"\r\n","\r\n").Replace(@"\n", "\n").Replace(@"\r", "\r")), but you'll need to think about false positives, especially if your context can include things like code examples, i.e. slash followed by n is likely to appear to mean a slash followed by n.
In terms of SQL literals; if you wanted to do this in SQL, SQL literals allow newlines directly, so:
declare @someString nvarchar(200) = N'foo
bar'; -- this contains a newline
(although whether it contains CR, LF, CRLF or LFCR may depend on your editor's line-endings)
However, usually you would be populating values by SQL parameters, i.e.
cmd.CommandText = "... @val ..."; // some SQL
cmd.Parameters.AddWithValue("@val", someStringThatHasNewlines);
cmd.ExecuteNonQuery();
where someStringThatHasNewlines contains newline characters (ASCII 10/13), not slash+n.