Sorry, no. CSE HTML Validator does not output in that manner.
There are some options which may help though, in the Classic page/tab in the Validator Engine Options. You can specify an "output viewer" (maybe you can direct it this way?) and you can specify a filename that CSE HTML Validator will save the output to ("output file").
For example, if EditPlus has a "-c" option to open a file in the capture window, then you could change the "output viewer" in CSE HTML Validator to something like "editplus.exe -c".