First method
For Windows 7 and above users, Windows PowerShell give you this option. Users with windows version less than 7 can download PowerShell online and install it.
Steps:
type PowerShell in search area and click on "Windows PowerShell"
If you have a .bat (batch) file go to step 3 OR copy your commands to a file and save it with .bat extension (e.g. file.bat)
run the .bat file with following command
PS (location)> <path to bat file>/file.bat | Tee-Object -file log.txt
This will generate a log.txt file with all command prompt output in it. Advantage is that you can also the output on command prompt.
Second method
You can use file redirection (>, >>) as suggest by Bali C above.
I will recommend first method if you have lots of commands to run or a script to run. I will recommend last method if there is only few commands to run.