Where to look for iptables LOG?

Hi,
I have setup Linux IPTABLES DMZ firewall for the first time. And want to check LOGs for checking whther rules are working properly or NO.

One of the rule is as follows :

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-A INPUT -p tcp -m tcp ! --tcp-flags SYN,RST,ACK SYN -m state --state NEW -j LOG --log-prefix "New not syn:"

#######

Where I can see result of this rule.
Thanks
Help appreciated.

It is stored in file "/var/log/messages".

Thanks