OK, I see you've found the solution but a few extra points.
First, when asking about something please put the version numbers of the tools you're using (i.e. Lazarus, FPC) in the body of your message. Also pertinent info about your OS.
Second, you've probably seen from that wiki page that there's a console output window which you can use while debugging. However it really is very basic with no support for cursor-positioning escape sequences and so on.
An alternative way is to start the program from a shell session, then to use the IDE's Run -> Attach to program... to connect the debugger to the program. That gives you the best of both worlds, since you'll have properly-formatted output but also breakpoints etc.
MarkMLl
p.s. RUN isn't an acronym, you don't have to capitalise it :-)