The default configuration instructs nxlog to write its own logs to the file located at C:\Program Files\nxlog\data\nxlog.log or C:\Program Files (x86)\nxlog\data\nxlog.log. Open it with Notepad, scroll to the bottom or end of the file and check for errors.
Note
Some text editors (such as WordPad) need exclusive locking and will refuse to open the log file while nxlog is running.