Where can I find the settings page?
Dashboard / Login & Registration / Login Log. (/index.php/dashboard/system/registration/login_log)

Where can I find the logs?
Dashboard / Reports / Logs. (/index.php/dashboard/reports/logs)

Do I need to select groups?
No, it's optional. It's probably good to know that the Super User (generally 'admin') by default isn't assigned to any groups. If you have selected the group "Administrators" and want to log the Super User too, you should add that user to the "Administrators" group. (/index.php/dashboard/users/search/view/1)

Which concrete5 versions are supported?
It should work without problems from 5.7.3 till 8.x.