Let's assume you have a simple program, that outputs "Hello World!" on the standard output.
program Hello;
begin
writeln ('Hello World!')
end.
If you want the "Hello World!" not to be put on the standard output, but into a file, you can achieve this via the "Command line arguments" option, just add the redirect operator (>) and the file name, e.g.: "> hello.txt", into the "Command line arguments" text box.
When you run your code, a new file will be added to your project (in our example, it will be called "hello.txt") and you can observe the content of the file.
I hope this helps.
Good luck! :)