You want to know which users are attempting to access URL categories that are blocked on your network. You can use policy to track user requests in a ProxySG access log.
These high-level steps provide instructions on creating policy in the Visual Policy Manager (VPM). For a basic introduction to creating policy, see the training video:
To create policy that tracks Web content access in an access log:
This log can be off-loaded to Blue Coat Reporter and parsed like any other log.