Add an option to set an output, which should be the Standard output by default

The library should have the ability to directly tell the user that something went wrong, like a bad parameter parsing notice or instructions for usage (in similar cases to those). The user should have the option to set the library's output, which would the be standard console output by default. This will allow users to specify files and streams as outputs.

However, this issue is about adding a parameter to the application, an Action delegate, to specify an output.