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Since you mentioned stdout.txt I google'd it to see what exactly would create a stdout.txt; normally, even with a Windows app, console output goes to the allocated console, or nowhere if one is not allocated.
So, assuming you are using SDL (which is the only thing that brought up stdout.txt), you should follow the advice here. Either freopen stdout and stderr with "CON", or do the other linker/compile workarounds there.
In case the link gets broken again, here is exactly what was referenced from libSDL:
How do I avoid creating stdout.txt and stderr.txt?
"I believe inside the Visual C++ project that comes with SDL there is a SDL_nostdio target > you can build which does what you want(TM)."
"If you define "NO_STDIO_REDIRECT" and recompile SDL, I think it will fix the problem." > > (Answer courtesy of Bill Kendrick)
For debugging in Visual Studio you can print to the debug console:
OutputDebugStringW(L"My output string.");
If you have a none-console Windows application, you can create a console with the AllocConsole function. Once created, you can write to it using the normal std::cout methods.