As @David Points out, Debug::WriteLine is an excellent way to trace or send state to the output window.
System::Diagnostics::Debug::WriteLine(L" -- Object State or Tracing");
However, if you are still wanting a console window for your windows application, consider the following:
// Beginning of Application
#if _DEBUG
if (::AllocConsole()) // <-- http://msdn.microsoft.com/en-us/library/windows/desktop/ms681952(v=vs.85).aspx
if (!::AttachConsole(ATTACH_PARENT_PROCESS)) // -1 == ATTACH_PARENT_PROCESS or Process ID
System::Windows::MessageBox::Show(L"Unable to attach console window", L"Error", System::Windows::MessageBoxButton::OK, System::Windows::MessageBoxImage::Exclamation);
#endif
// Application End
#if _DEBUG
::FreeConsole(); // <-- http://msdn.microsoft.com/en-us/library/windows/desktop/ms683150(v=vs.85).aspx
#endif
Note that this will only be seen when built using the debug configuration.
Hope this helps.