The tomcat scripts control redirection of Tomcat's stdout and stderr files. Specifically, look at TOMCAT_HOME\bin\catalina.bat.
Usually, the scripts are set up to write a combined stdout/stderr to TOMCAT_HOME/logs/catalina.out, but there are several alternative setups depending on the platform being used.
Just to be clear, however, catalina.out is intended to log TOMCAT messages, not serve as a log for applications. Applications should use a proper logger such as log4j or the java.lang.log interface package (juli) and not simply write to stdout/stderr.
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