File > Options and settings > Options > Diagnostics: check Enable tracing, then Open crash dump/traces folder.
Where Microsoft Power BI Desktop keeps its logs
Microsoft Power BI Desktop logs to %LOCALAPPDATA%\Microsoft\Power BI Desktop\Traces on Windows. 1 other Windows log location is recorded below.
Paths are printed exactly as Microsoft Power BI Desktop writes them. Environment variables like %LOCALAPPDATA% and $XDG_STATE_HOME are never expanded, so a path can be pasted straight into a shell. Where a path differs between installer types or shipping flavours, each one is racked as its own card below - why that happens.