More generally, you can monitor side effects and output of the program, and trigger certain events in the program externally.
A Print statement isn't always appropriate. You might use other forms of output such as writing to the Event Log or a log file, writing to a TCP socket (I have a nice utility that can listen for that type of trace from my program), etc.
For programs that don't have a UI, you can trigger behavior you want to debug by using an external flag such as the existence of a file. You might have the program wait for the file to be created, then run through a behavior you're interested in while logging relevant events.
Another file's existence might trigger the program's internal state to be written to your logging mechanism.
