Add better Windows debugging docs on how to get console output

While working on #7024 I re-realized how painful it is to get info from DR on Windows: on graphical apps there's no console output, and #7025 resulted in no popups: so no output at all!

The action item is to document that users should try running a console app (e.g., `msg`) to get console output or try redirecting to a file (being sure to include stderr). `-log_to_stderr` can also be used to get logging right there.