For which events? All events logged by Unity components to the application event log should have a link to the site added to them. I know of a few conversation related items that are missing the link currently.
If a Unity related event is missing this link it's a bug.
These are the paths to get to each CCX logs through CLI. They may be helpful if you are having issues accessing RTMT or downloading logs through it.
If you want to download them you have to prefix "file get " and you can add one of the options (re...