If you wish to test specific writelines on a console application: you can do so by adding a StringWriter object to the workflow extensions.
The writeline activity will use the textwriter if it exists as opposed to the console.

[TestMethod]
public void CheckWorkflowWriteLine()
{   
 var wi = new WorkflowInvoker(new HelloWorld());

        //Add string writer to extensions  
 var writer = new StringWriter();    
 wi.Extensions.Add(writer);    
 wi.Invoke();    
 Assert.AreEqual("Hello Workflow", writer.ToString());
}

Ok, forget what you learned about workflow in 3.5.

Windows Workflow 4.0

4.0 changes everything you thought you knew about workflow.

WF 4.0 represents a bottom-up rewrite with entirely new thinking. The gains are enormous: custom activities take centre stage, and authoring them is much simpler; workflows are entirely declarative; and there are three workflow flow styles that you can combine seamlessly. It's possible that you could see a 10-fold improvement in the time required to create and debug workflows, in addition to 10- to 100-fold runtime performance improvements. You'd also have better control over persistence. Additionally, there's support for partial trust, a completely rewritten designer, and a better debugging experience. One of the most important improvements is in the re-hosting experience. This allows you to create activities and to allow power users -- and others -- to build or modify workflows with the constrained set of activities you've created. Yes, this is possible in WF 3.0/3.5, but the necessary code is challenging, not to mention exceedingly difficult to debug.

The improvements to WF 4.0 come at a cost. Microsoft developed two inter-op strategies to help you over this hurdle. WF 3.0/3.5 will remain part of the framework and will run side by side with WF 4.0. This lets you manage the transition at a time that fits your organization's broader goals. The other inter-op strategy is an inter-op activity that allows you to use WF 3.0/3.5 activities in a WF 4.0 workflow. Workflows are a specialization of activities, so you'll probably be able to run entire 3.0/3.5 workflows inside WF 4.0 workflows.

Screenshot VS2010 B2