Heimir,
SmarterMail keeps its logs in the path specified under SETTINGS > LOG SETTINGS > LOG FILES > LOG PATH. I would highly recommend setting at least your SMTP and DELIVERY logs to "Detailed" under the LOG DETAIL LEVELS tab. (when using SmarterMail as a Gateway then SMTP is for incoming email and DELIVERY is for outgoing email...all spam checks and their results will be listed in the DELIVERY log)
SmarterMail comes with a built-in Log Parser that you can access under MANAGE > VIEW LOGS. Select the Date or Date Range and the Log you want to search and your search string (and generally you would want to select the checkbox "Display Related Traffic") to get your results.