This advanced option must be set in an initialization (.ini) file.
By default Tekla Structures macro output is displayed in the terminal window. Set this advanced option to a file name to save this output to a file.
This advanced option is user specific and the setting is saved in options.bin under the user folder, for example, in C:\Users\<user>\AppData\Local\Trimble\Tekla Structures\<version>\UserSettings. Restart Tekla Structures to activate the new value.