Logging is on by default. Please check under the "Settings - Configuration - Logging" to ensure it has not been turned off. The "Activity Log" tab also has a real-time display of current activity tha tis active by default. Please ensure the "Enable Activity Log" box is checked on that tab.

To answer your other question, let me describe how SpamFilter can be executed:

Please note that SpamFilter can be run in two different ways. The first is as a Windows service (the most common - SpamFilterSvc.exe), the second is as a standalone application using SpamFilter.exe. The latter is mostly used for troubleshooting, even though several users have asked to be able to run SpamFilter in non-service mode.
 
If you are already running SpamFilter as a service, subsequently running the standalone application (SpamFilter.exe) will open a new instance of SpamFilter, it will **not be the GUI for your service**. Please note that the service does show display a GUI (launched from an icon in the tray bar), but if you are accessing a Windows 2000 server remotely using Terminal Services will not be able to display the GUI. This is because Terminal Services in Win2K is not able to display the server's physical console.
 
Looking at the physical server's screen, or using a product like PCAnywhere, DameWare, VNC etc that displays the actual screen will instead reveal the console.
 
Microsoft fixed this in Windows 2003, and with this version of the operating system Terminal Services instead does allow RDP to connect to the Console.
Some Terminal Services clients have a checkbox in their settings to connect to the console. In the XP Remote Desktop, Microsoft (in)conveniently decided to not make it available. In this case, to view the server's physical console, you'll need to invoke Remote Desktop from the command line as follows to enable this:
 
mstsc -console
 
Having said all this, please ensure you are not attempting to start a second instance of SpamFilter (either standalone or service), while another one is still running.
 
Usually, administrators will run SpamFilter as a service. If you see the "Remove NT Service", that would indicate that the SpamFilter service has been installed on the service. However, if you see "running in standalone mode" it should indicate that the service is *not* running (or that the GUI you're seing is not for the SpamFilter service).
 
Hope all this helps.