Dear SPDNet,
To enable logging of events related to screens protection, you can apply the following command ( assuming you are logging to a local file called messages ) :
#set system syslog file messages any any
#set system syslog file messages match RT_Screen
Then you can issue the command :
>show log messages
To view the events ( and it should also show in the GUI ).
You should note that there has to be a screen defined attack happening for it to be actually logged, so not seeing anything yet doesn't necessarily mean that logging isn't working.