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you can use one of the tJava components (tJava, tJavaFlex, tJavaRow) (usually I use tJavaRow, but there are times you need to use the other two)
and do a System.out.print(); or System.out.println(); command, with the information you want
example: I start a lot of my jobs with a tJava component with the following code, to print out the Job Name to the console
System.out.println(""); System.out.println("***" + jobName + "***"); System.out.println("");