End every line but for the last with a backslash. To use your command as an example:
openssl pkcs12 -export \
-in intermediate/certs/lala-lira.cert.pem \
-inkey intermediate/private/lala-lira.key.pem \
-out intermediate/private/lala-lira.pfx
What you are doing here is escaping the end-of-line, causing the shell to treat is as non-delimiting whitespace. Since the escape marker only has an effect upon the next character, the next character _must_ be the end-of-line. (That means no trailing spaces allowed; beware!)