How can I output NLog messages to Visual Studio’s Output Window?

You can use this configuration file (nlog.config in the app path):

<?xml version="1.0" encoding="utf-8" ?>
<nlog xmlns="http://www.nlog-project.org/schemas/NLog.xsd"
      xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">

  <targets>
        <target name="debugger" xsi:type="Debugger" layout="${logger}::${message}"/>
  </targets>

  <rules>
    <logger name="*" minlevel="Trace" writeTo="debugger" />
  </rules>
</nlog>

See also: https://github.com/NLog/NLog/wiki/Debugger-target

-Scott