Is this what you're trying to do?
$ cat fileabc$ awk '{printf "%s\\n", $0}' filea\nb\nc\n$
or even:
$ awk -v ORS='\\n''1' filea\nb\nc\n$
Run dos2unix on the input file first to strip the \r
s if you like, or use -v RS='\r?\n'
with GNU awk or do sub(/\r$/,"");
before the printf or any other of a dozen or so clear, simple ways to handle it.
sed is for simple substitutions on individual lines, that is all. For anything else you should be using awk.