A QApplication always initializes the graphics system. For a real console app, without using QtGui module, you need QCoreApplication.
There is no easy way to provide a "debug console" in your application. You will need to attach to the windows service for that or provide a logger window for qDebug/qWarning/qError yourself. For the latter, there is an example for a "Browser for QDebug Log Output":/wiki/Browser_for_QDebug_output in the wiki.
PS: There's another, more sophisticated logger framework. See the "announcement in the showcase forum":/forums/viewthread/2654.