DebugView will let you monitor the messages in question, even from a windowed app.
Usually when using a command prompt in Windows, one can redirect output to a file by using ">" for example:
Would save the output from the dir command to a file named mylist.txt.
So if your executable is named conkeror.exe, try executing it as follows:
I did a quick install of Conkeror, but I'm not sure what kind of output you are anticipating, and so I only ended up with a zero-length file.