Windows does not redirect console output to a log file by default
To capture output you need to redirect it:
node-red > node-red-log.log
This will create a new file each time you start node-red
So if you want to append:
node-red >> node-red-log.log
If you want separate logs:
node-red 2>node-red-error.log 1>node-red-log.log
Or if you like to mix outputs (stdout & stderr) in one single file you can use:
node-red > node-red.log 2>&1