Distribution, Consolidation and Script job keeps the record of events. To open History double-click on a job -> Transfers History.
History page is divided into two sections: events and scripts logs.
Events section keeps the list of events about a finished file transfer:failed or successful. Columns are selectable by right-clicking on a table header.
Picking an event will open the logs section for it, logs are available to fetch and download only if a job had a script or a command configured. "Files not found" error will appear if there's no script for this agent configured, or if script is still being executed.