Salesforce Einstein Bot Event Logs are stored in the ConversationDefinitionEventLog object or entity. So, query it to get the logs.

1. Get the session id.

2. Use Data Loader.

Sample SOQL:

SELECT
ConversationDefinitionId, CreatedById, CreatedDate, DialogDefinitionId,
EventDateTime, EventLabel, EventTarget, EventTargetType,
EventTimestamp, EventUuid, Id, IsDeleted, LastModifiedById,
LastModifiedDate, LogLevel, LogType, ParentId, PreviousEventLogId,
PreviousEventLogUuid, StepType, SystemModstamp FROM
ConversationDefinitionEventLog WHERE ParentId = '5CB5f000000sZ05GAE'

Workbench:

For additional fields, please check the following:

https://help.salesforce.com/s/articleView?id=service.bots_service_data_reference.htm&type=5