To enable output in test class, as mentioned in the following answer xUnit.net does not capture console output you need to provide the following setup:
public class OutputTest
{
    private readonly ITestOutputHelper _testOutputHelper;
    public OutputTest(ITestOutputHelper testOutputHelper)
    {
        _testOutputHelper = testOutputHelper;
    }
    [Fact]
    public void MyFact()
    {
        _testOutputHelper.WriteLine("Hello world!");
        //this should result in writing to _testOutputHelper too
        LogManager.GetCurrentClassLogger().Info("Hello world!");
    }
}
How do I connect _testOutputHelper with NLog? Is it possible to write to ITestOutputHelper when there is done some logging by NLog (in application or in referenced library)?