I hadn't come across evince before but find I have it on my system (Mac OS X):

$ perl -Mstrict -Mwarnings -E '`evince --help >> fred`;'

$ cat fred
Usage:
  evince [OPTION...] [FILE…] GNOME Document Viewer
...
[download]

As you can see, I successfully redirected the output of the command to an output file. This is what you asked for (which I queried).

Given that I now know that this launches a document viewer, I'm wondering exactly what sort of output you're hoping to redirect to a file.

I probably can't be much help with the error you're getting except to suggest checking that your X Server is running correctly and $ENV{DISPLAY} has an appropriate value.