Where does system.out.println in tomcat under windows gets written?

When running Tomcat on unixes, the console output is usually redirected to the file named catalina.out. The name is configurable using an environment variable. (See the startup scripts).

http://tomcat.apache.org/tomcat-7.0-doc/logging.html#Console

System.out.println() prints out to stdout. Therefore, if you want to see these statements in a log file, you can just redirect stdout where you want it in the Tomcat startup script.