Empty log on client or in SEPM?
If SEPM, go to the group your machine is in and select the Policies tab
Under Settings on the right, click on Client Log Settings
In here is where you configure logging for client to send to SEPM, make sure "Upload to management server" is checked.
if on client, go to your firewall policy and select the Rules tab
For whichever rule you want to log, make sure for the Log column it is set to "Write to traffic log"