At the end I solved this problem after several attempts. I discovered that char(10) is the symbol to obtain a new line.
Use these lines:
fname = coder.nullcopy(char(zeros(1,32)));
coder.ceval('sprintf', coder.wref(fname), c_string('FILE_NEW.txt'));
f = coder.opaque('FILE*', 'NULL');
f = coder.ceval('fopen', fname, c_string('a')); coder.ceval('fprintf', f, c_string('%s %s'), c_string('Hello I am Giulia'), c_string(char(10)));
coder.ceval('fclose', f);
where the c_string function is defined as follows:
function y = c_string(s)
y = [s char(0)];
end
It works in Matlab R2012b.