By default, the System.out and System.err output of servlets are sent to the server log, and during startup, server log messages are echoed to the System.err output. Also by default, there is no Windows-only console for the System.err output.
Write to System Log - If checked, System.out output is sent to the server log. If unchecked, System.out output is sent to the system default location only.
For more information, click the Help button in the Admin Console from the Logging page.