STDOUT and STDERR with php.exe and php-win.exe on Win XP

I am trying to figure out how this all works on Win XP... When I call php.exe or php-win.exe from another script (AutoHotKey in my case), do both of these programs use stdout and stderr? I know php.exe has a console window and php-win.exe does not, but just need to know how they output the results. Thanks