From the main MSN/WLM Screen (where contactlist is).
Quick way to get to the folder (if the path to the folder is a long one f.e.): from that Plus! Preferences Screen highlight/select the folder thats in the box after "Files Destination" rightclick and choose "copy"...then go to start > Run > rightclick in the box there then choose "paste" then hit enter. Now the folder where the logs are will be opened.
Regular way to go to a folder is to go through Windows Explorer or My Computer.
Edit: you're welcome