In SAPGUI options, navigate to local data, history, there check current status/settings as well as directory where to save those. (Or thru regedit HKEY_CURRENT_USER\Software\SAP\SAPGUI Front\SAP Frontend Server\LocalData)
Hint: From 702 on, the log can be deactivated at dynpro or data element level. (No Input History)
Read also Consulting note 199527 - Input history for SAP GUI for Windows, and look for OSS notes related to your system as some Microsoft updates may require some actions.
Regards,
Raymond