It's referring to the logs MATLAB Coder captured during attempted compilation. As such output is very compiler-specific, it has to generically point to the log rather than list specific errors.
In the MATLAB Coder app, the build log is labeled "Target Build Log" and is the first tab below the code view on both the "Check for Run-Time Issues" and "Generate Code" steps. Similarly, in the code generation report, there is a "Build Log" tab at the bottom of the report. In the report, the tracts of output related to the error are usually highlighted in red. You'll want to start by examining this output.
