You can use the Console.Write and Console.WriteLine methods from within a Windows Forms project to do this. The class DefaultTraceListener is used to implement this functionality.
When your application is launched from Visual Studio in Debug mode, you will see all trace and debug messages in the Output window that are generated by from the Write methods (Write, WriteLine, WriteIf, WriteLineIf) from the Trace and Debug classes in System.Diagnostics namespace.
Contributed from George Shepherd's Windows Forms FAQ