The engine has something similar on OutputDebugString or something else? It is necessary for me for a output in a debugging window "Output". The output in files does not approach.

I dont know of one... I wrote a little log class that just tracks a Memb of strings and draws it to the screen...

there is no support for external console windows,

you can use D.text for drawing messages, or use Gui with windows/list/regions
or output to file using Log* functions