Where can I find the Host Agent logfiles ?

The SAP Host Agent log files can be found here:
/usr/sap/hostctrl/work/ (UNIX)
C:\Program Files\SAP\hostctrl\work\ (Windows)

The most important logfiles are dev_saphostexec (used by saphostexec executable) and sapstartsrv.log (used by sapstartsrv executable).