you may check that for topic info
in "System->Logging" action memory
is set(that is by default).
If you have too many messages about "login failure", you may also set quantity of logged rows in memory ("System->Logging" and then "Actions", select memory and set value for "Lines")(don't set very big value, it may fill router memory).
If you assured that there is traffic for this rule, then you may try this:
in "System->Logging" add record for topic firewall
and select action memory
. If were selected action disk than log messages will be stored in file log.0.txt (these files stored in router, you can see it in menu "Files").
If also no messages, undo these actions (to *.log files no hold disk space).
Also, you can configure your mikrotik to send log messages on syslog server (and also set action syslog for wanted topics) (e.g. composed of The Dude