Hi,
The Ou Ryperd site can help you here....
Have a look at http://www.ou-ryperd.net/groovy.html. The kick-off section may answer your actual question.
Also have a look at http://www.ou-ryperd.net/soapui.html, which talks a little about println and log.info.
Personally speaking, I only use Groovy within the context of SoapUi/ReadyApi for scripting. Note word scripting.
Groovy is a language in its own right and you can write apps with it, without the need of SoapUI, once you have your own instance of Groovy installed. If you're developing an app outside of SoapUI, then the IDE will have a command line console, which is where you'd expect to see println responses. However, in SoapUI, there is no command line console, one the script log output, which you can write to using log.info("My log message...");