If you are running the commands in a batch file you can redirect all output to a text file:
batchfile.bat >Output.txt 2>&1
The 2>&1 is needed to capture error messages
You can do the same for individual commands, just use two > symbols instead of one after the first one so the output will be appended.

You can also just copy and paste the contents of the Command Prompt window into a text file. Right click in the Command Prompt window, click Select All (Everything will be highlighted), press Enter. Open a text file, then click Edit | Paste.

You may need to increase the Screen Buffer size to capture all of the output. The default is 300 lines I believe. Right click the Title bar, click Properties. Click the Layout tab, then set the Height: setting under Screen Buffer Size to a larger number, then click OK. You can apply the setting to just the Current Window, or save it for all future windows.