Normally PXE Logging is enabled in the PXE Configuration Utility GUI. In some cases however, the PXE Configuration Utility will not launch (for example if the error "The PXE manager service has not connected with the DS server yet" occurs when trying to open the PXE Configuration Utility). In such cases, it is still possible to enable PXE Logging, including PXE Manager logging - which might be required in troubleshooting whatever error may be preventing the PXE Configuration Utility from launching.
These steps are specific to enabling PXE Manager logging only, but can be used to familiarize with enabling PXE Logging via the PXEManager.ini and modified to enable logging of other services as well.
The PXE processes were designed for active troubleshooting, and as such have perks and downfalls. The perk is that the logs can be opened and read while the process is running (the log will be loaded in memory at the time it's opened, to get the most up-to-date log close and re-open the log). The downfall is that there is no file size limit set, so be very careful to disable logging when not actively troubleshooting otherwise it is possible that the PXE logs will eventually fill up the hard drive it's logging to.