How to see logs from Web Application Firewall?
First. make sure that you have enabled logging from the “Diagnostic Settings” in the right resource, in this case, Web Application Firewall. More info on this at https://docs.microsoft.com/en-us/azure/web-application-firewall/ag/web-application-firewall-logs
Once logs are enabled, you can see them at the Log Analytics Workspace (You would also had to create this).
Query to show the logs:AzureDiagnostics
| where ResourceProvider == "MICROSOFT.NETWORK" and Category == "ApplicationGatewayFirewallLog"
| order by TimeGenerated desc
This should return the logs from the firewall events.