Is there specific information you are looking for? Could you elaborate? The SFTP protocol uses an encrypted connection (SSH-Tunnel) to make transfers. If your connection TEST is successful during datasource configuration and during transfer it means is secured (over SSH). Otherwise you will get a certificate or permissions issue.
FYI: Connector logging info can be found in the frontend.log under the /usr/local/paxata/server/logs directory of your core server.