Francois' answer is already good, but I'd like to elaborate a little more about what's happening here...
When you put \n in a string, that is a single character. The \ is saying "don't treat whatever comes next as you normally would, escape it." An escaped n is a newline, so \n is the newline character.
So if you want \ in your string, how would you get it? Normally this is treated as the escape character, but we want it to act as just a regular character. So how do we do that? We escape it! \\ will be interpreted as a single \ character.
So if you want s\nsome\n to be printed, you need to construct your string as "s\\nsome\\n". Notice that the n's aren't being escaped, the escape characters are!