RFA_String is an RFA implementation of a String object, in the above you are merely declaring a (RFA) String and populating it with the value of EUR=
If you follow through the example code, you will note at some point later the ItemName variable is used to set part of the attributes of a ReqMsg, which is used to create an Interest Specification, and the Interest Specification is then used to register a client to handle the events that correspond to that interest specification.
If you have not already done so, I strongly recommend that you work through the RFA.NET tutorials on this website. In the tutorials, when you get to step 6, you will see the code I describe above and further explanation of the various steps involved.
In summary you will need to specify interest in each currency you are interested in and then call registerClient for each of those currencies interest specifications.
I should add that you can also perform a Batch Request for multiple instruments as demonstrated in the StarterConsumer_BatchView example that comes with the RFA.NET API installation.