This statement isn't necessarily completely accurate but...when collecting CVP logs think of the CVP flow as
Call Server answers the call and moves it around. It asks VXML Server what to do with the call and VXML server runs an application.
There is quite a bit more to the whole call flow than that but if you look at CVP that way the logs start to make sense.
Call Server logs: C:\Cisco\CVP\logs\
VXML Server logs: C:\Cisco\CVP\logs\VXML\
VXML Application logs: C:\Cisco\CVP\VXMLServer\applications\<application name>\logs
The above should be 90% (or more) of you need but there are a few other paths for things like Tomcat troubleshooting and such. Learn those as the need arises.