The best approach to achieve this result is to use a report's expression that will replace the default separator with a new line char.
By default, values in a multi-value column are separated by a comma. When displaying such a column in a report you will obtain something similar to what is shown in the following screen shot.
In order to replace the comma by a new line, use the following expression instead of using the column directly in your layout:
Your report will be displayed like shown in the following screen shot:
Note that if you need more fine grained control over each value layout, an alternative approach would be to use the "expand Multi-values" feature.