You can view all the collection set logs or individual collection set logs from SQL Server Management Studio.
To view collection set logs
In Object Explorer, expand the Management folder.
Right-click Data Collection, and then click View Logs.
This opens the Log File Viewer.All the log files for each collection set are listed and pre-selected under the Data Collection node in the viewer.
To view specific collection set logs, clear the check box next to each collection set whose log you do not want to view. The log information for that collection set is removed from the Log File Viewer details pane.
To view a specific collection set log file
In Object Explorer, expand the Management folder, and then expand Data Collection.
Right-click the collection set whose log you want to view, and then click View Logs.
The Log File Viewer opens, displaying only the log file for the collection set that you selected.