You can use printf from with the OpenCL code.
It is a vendor extension which you first need to enable within your OpenCL code.
#pragma OPENCL EXTENSION cl_amd_printf : enable
then just use printf in a similar manner to C code
The AMD Accelerated Parallel Processing OpenCL™ Programming Guide (v1.2c) has more information in appendix A.8.5
On windows output is sent to stdout / stderr so if you have a GUI application you'll need to hook those streams or create a console window.
Steve