If you are working on WinEdt, you can simply add the following line as the first line of your document:
% -*-TeX-*- -*-Hard-*-
In this way way you are telling WinEdt that yours is a TeX document and you want to use "smart wrapping" (end of line = new line) instead of "soft wrapping" (default).
For already opened documents, you will have to run the command 'Get Mode' from the 'Document' mode to have that wrapping mode in effect immediately (otherwise you will have to restart WinEdt).
If you want this behavior for all you TeX files, do the following
Open 'Options' -> 'Preferences' dialog and in the 'Wrapping' tab, 'Use Soft Wrapping for Modes', delete 'TeX' from the list:

You can also vary the length of the line by modifying the value of 'Fixed Right Margin':

This will affect only new documents or documents that have not been already opened.
To affect also already opened documents, close all your documents, choose 'File' -> 'Recent File List' -> 'Clear List'

and then press 'Apply'.
Note that for documents that have already been typeset in "soft wrapping" mode you may have have to run "Edit" -> "Format" -> "Format Document" to apply the new settings.