The first object you need to implement in PowerBuilder is the application (i.e. the first object that will be loaded by the PB VM when it starts). It is a non-visual object (apart from the taskbar).
You can then open some windows from the open()
event of the application or from any other methods, or you can only run into non-visual objects, that depends on what you want to perform. You won't necessary see a GUI window if you don't need to.
From the Windows / winapi point of view a PB application is a graphical application, not a console application. That is, you won't see a console window when you start it, nor you will be able to write something to stdout like a command line app out of the box. BTW, if you need to have a console, you can either hack the corresponding field of the compiled application PE header, or you can play with the console api to create one.