Where does <xsl:message> output go?

Hi Folks,

I know that when I run an XSLT transform from the DOS command line, the
contents of <xsl:message> goes to the command line.

If I invoke an XSLT transform using, say, a Java program, where does the
<xsl:message> content go? If there are multiple <xsl:message> elements, does
their content all go to the same place? Where? Is it the same for every XSLT
processor?

What happens to the in-memory result tree when the XSLT processor encounters
an <xsl:message terminate="yes"> element?

/Roger