Making a Debugging Console-Collection of common programming errors

I couldn’t find any information when I was searching for this (Maybe I was searching the wrong keywords) but I need a way I can have a debugger during runtime outputting my own strings of words, kind of like System.out.print statements but to a console window instead.

Maybe I am just a noob but I want to ask this too before someone tells me this: Does the system.out.print, println, and printf statements print to a command prompt during runtime after you finish your program and create a jar. My program uses JFrame with severeal GUIs.