From BlenderWiki

Windows Console

Since Blender 2.57 the program hides console on Windows. Majority of users now don’t use console, making it obsolete. Moreover Blender on Mac and Linux don’t have its own console/terminal for a long time. Program’s output becomes available though OS’s console/terminal.

Today Python has it is own console for its output inside info window. Developers try to deliver all important information through UI. Console is now primarily used for developing/debugging purposes so regular user never needs to use it.

If a user ever needs to access console, it is available through Help->Toggle System Console

To make Blender start up with console, one of the following arguments needs to be passed:

• -con or --start-console to start with console or
• -d to start Blender in debug mode.

To add an argument, right click on the shortcut -> Properties->Shortcut->Target and then add argument like this "…\blender.exe -con"

Also console is present if Blender is run from command line.