In Visual Age, two things will happen. The console will come up on your screen, behind whatever screen you have open at the time, and a console icon will appear on your status bar. Click on either one--and your output will be revealed. Have you tried using "Scrapbook" in VisualAge. It is a window that allows you to try out some code you have written without writing a whole program. Go to window, scrapbook. Good Luck!
Also be careful with the VisualAge console. The output from each time you run a program can be viewed separately. I have often seen people repeatedly trying to debug a fault only to find that they are viewing an old run of the application. Make sure you select the correct one.
If you are just starting out with Java, it would probably be a good idea to NOT use an IDE like VisualAge. It will just add another set of stuff to learn and figure out the issues on. Also you will get considerably less help from folks like myself who are not familiar with all the tools out there.
"JavaRanch, where the deer and the Certified play" - David O'Meara