Thanks to Rolf Mertig reference for help on this.
Make a file foo.m such as
AppendTo[$Echo, "stdout"] SetOptions[ $Output, FormatType -> OutputForm ]; Integrate[Sin[x],x]
Now type, from DOS window
"C:\Program Files\Wolfram Research\Mathematica\10.1\math.exe" < foo.m
This will send input and output to screen. To send output to file do
"C:\Program Files\Wolfram Research\Mathematica\10.1\math.exe" < foo.m > log.txt
You can modify the PATH on windows to add the above to environment variable so not to have to type the long command each time