Hi Andy,
You will first need to make sure that you have enabled logging on the service you wish to monitor e.g. the WWW Proxy. WinGate's Logs are stored in (C:\Program Files\WinGate\Logs\*name of service) by default.
Even then it can be a bit difficult to decipher the information as it is very data intensive, quite a few of our users utilize a third party analyzer.
Proxy Inspector for WinGate:
http://www.advsoft.info/en/download/Saw Mill:
http://www.sawmill.net/Internet Access Monitor:
http://www.internetaccessmonitor.com/There is a good review on the forum re: Internet Access Monitor
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