To test drive your scripts, you do not need to leave the editor. All you do is click the Play button or press F5.

By default, the editor uses CScript (the console-based script host) and redirects the output back into the editor.

This way, it is very easy and convenient to watch the script execute, explore the output (if any) and switch back and forth between the Code and the Output tab (found at the bottom of the current document view).
 

Once you turn on the integrated debugger, you can also pause and step the script. However, when you execute your script with the debugger, the output will no longer be redirected. Debugging executes the script in exactly the same way as it would occur if you launched the script outside the editor.