The link provided by @ppyrzynski is the comprehensive answer to this question - that page provides extensive details about most log files you may need.
The short answer specifically for the agent log files is that by default you will find them in the <TEMP>\ManageSoft directory, where "<TEMP>" is the temporary directory of the user that ran the process you're interested in. For system processes, it will typically be C:\Windows\Temp. For user processes, it will typically be C:\Users\<username>\AppData\Local\Temp.
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