This works for me:
cat file | sed -e 's/$/\n/'
Basically, use sed to add \n for each end of a line ($).
You can also do this, but the newline is adding before each line:
cat file | sed -e 's/^/\n/'
Basically, use sed to add \n for each beginning of a line (^).
Sed also accept file as input, so
sed -e 's/$/\n/' file # will do the same