The last place I've seen this log file was on the desktop, and it was an XML file, but it seems to be pretty unreliable when you see this error. Also in my experience, the issue is minor, and it's actually successfully installed (does everything seem okay with the agent you installed?).
Remote installer: you run this from a system on the network, it shows you a list (or you provide a list) of systems, and you can "push" the agent install to other systems (nothing shows up on the target system).
Local installer: you run this from the system you want to install on directly. You can also run this in "silent" mode so it doesn't prompt for anything, otherwise it'll prompt for all of the install criteria.