Integrating NLog in Visual Studio is pretty easy. And I mean literally. I have just re-started my learning experience with C# and Visual Studio and integrating NLog was one of the things I had to do to use in my Windows service.
To start off. Go to Tools > NuGet PackageManager -> Manage NuGet Packages for Solution
Now, on the upper right of the popup window, there should be a Search field there. Type NLog and search for it.
You should then be able to see a list of some NLog related packages. Select NLog and NLog Configuration.
Once installed, there should be a file named NLog.config. Open that to modify your preferred logging output to either File by default or through console.