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
If by syslog do you mean an integrated syslog server then the answer is no.
or, as roebbu mentions, system logs generated by ePO if so yes
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.