Have a look at the path where you have installed ePo under, there's a folder called DB and in there a folder called Logs.
Probably something like D:\McAfee\ePolicy Orchestrator\DB\Logs
Plenty of logs in there
It turns out Google is your friend.
The first hit for 'ePO syslog' brings up a official McAfee youtube demonstration on how to integrate syslog capabilities using registered executables.