My environment is Windows 2000 Server. Cron is run as part of a batch file. I monitor the output by redirecting the output of cron.php to a text file. The next step in the batch file reads the text file and emails it to me. You could, of course, put the output into a database. Alternatively you could modify the cron function, forum_cron, in /mod/forum/lib.php to send its output to a database or email.
Doug