Any other character following a backslash is taken literally. Thus, to include a backslash character, write two backslashes (\\). Also, a single quote can be included in an escape string by writing \', in addition to the normal way of ''.
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The link you provided goes to the wrong subsection.
Ah...you just linked to the section on constants where all the various incarnations are subsections.
It would be a nice addition to include some examples in the section pertaining to escape syntax. Make it more clear how it differs from just a non-escaping literal. Maybe put something like \n into the basic literal section showing that it outputs the literal two characters instead of a newline.