My application is a GUI app that has helpful (though optional) information through the terminal (via cout).
In Windows I either have a console appear (by compiling a
As others have pointed out you have to create a console app and a window app. So, you'd end up with console.exe and app.exe. To make it less obvious at the command-line, you can take advantage of the PATHEXT trick like devenv does. cmd.exe treats a file as a command if its extension is in the PATHEXT environment variable. COM is there by default so you could rename console.exe as app.com, allowing the command app to start the console app attached to the current console.
Note: Of course, a console app can show a GUI if desired.
The difference in the build between app.com and app.exe depends on your build system but it could just be the one attribute that sets the output type. With msbuild (for .vcxproj files), it's just a matter of another build configuration.