You can find the Firewall Diagnostics at Diagnostics → Firewall.
You can browse, search and parse the current firewall log. Each log entry comes from the firewall log.
Be aware that by default only deny entries are logged. If you need more logging, turn it one in each firewall rule Firewall Rules (Forward and Input).
You can also create a firewall rule directly from a log entry by hitting the action symbol on the right.