If there is no configuration defined, the .NET Logging Library has a series of defaults.

When in a console, WinForms, or WPF application it will automatically log to the console and a file.  The file will be automatically rolled in place for 10,000 entries. 

When in an ASP.NET application, it will automatically log to Response.Write.

You can create a new configuration by setting run time properties, creating an external XML configuration file using the Config Editor, or modifying your app.config/web.config file using the config editor. 

When logging to databases, the logging table and corresponding the stored procedure will automatically be created when the first entry is logged.  The database will discard entries older than 10,000 by default.  This default behavior can be changed.
See the configuration topics for more information