The clients themselves will log events as DeploymentClient (typically when the server has issued splunk reload deploy-server to update the class definitions. It will also log DeployedApplication when the client has downloaded and installed a new app.
The server will log PackageDownloadRestHandler messages in splunkd.log (including the IP of the client) when a client downloads an application. The server also logs client connections (even when no apps are being deployed) in splunkd_access.log, with the 'phonehome' keyword. Information about the client is logged here, such as its IP, server name (as defined in server.conf), etc.