It really depends on how you run your application. For example, if you want to start your GUI from the Windows command line (for example java -jar myApp.jar), then, as you might expect, both System.out and System.err will go to the console. If you run through the Windows shell (for example, by double-clicking the executable JAR), then these error streams will be lost, as far as I know. Setting up application execution as a service (as unlikely that this may sound in your situation) will also lose output.
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