I have done its configurations using configuration wizard but I couldn\'t understand where it is logging messages. I even see app.config file but couldn\'t find any logging
You need to configure one or more Trace Listeners. Also see Configuration Overview
Edit 1 Thank you for an example of you config file. You are logging your messages into Application Event Log. Please open this Event Log as you normally do and you'll be able to see your messages in there.
Edit 2 In your original question you asked where the messages are logged. This answer has been provided to you. When you write a question, it's better to specify upfront, what are you trying to achieve. To log into a flat file, after you configured a flat file listener you need to add reference to this listener to your sources. See how it's done with the Event Log trace listener in your example and follow the same pattern.
This is correct. Authentication has been added to the email tracelistener in v5.0.
If you must use v4.1, there's a version of the email tracelistener with authentication on EntLibContrib.