The output is located in the load generator log files. A the end of the test, the Neoload controller will get all the load generator logs and they will be displayed in the "Results" section under "logs" tab.
If you want to write content in your own file on the load generator file system, you have to handle it manually.
var lock = new java.util.concurrent.locks.ReentrantLock();
var date = context.variableManager.getValue("CurrentDate");
context.fail("Variable 'CurrentDate' not found");
var writer = new java.io.FileWriter("c:\\log.txt",true); writer.write(date+";"+context.currentVU.id+";"+text); writer.write("\r\n");
var cpt = context.variableManager.getValue("StringRandom");
context.fail("Variable 'StringRandom' not found");
writeFile(cpt+";was the value from my test");