CellexalVR will automatically log the things you do. When you start the program it is recommended to press escape on your keyboard to bring up the settings menu. In this menu you can choose a user name. When you do certain things in CellexalVR they will be printed to the log. To find your log file(s), navigate to Output/<username>/<dataset>. In that folder and its sub-folders you'll find your confirmed groupings, both as plain text files and as an R object, and more. You can also click the "Open output folder" button in the settings menu to open this folder.

All log files created by CellexalVR this way have the current time and date appended to the file name.
If you do not choose a user name, everything will still be saved under the username "default_user".
Everything that is executed by R and all output generated by R is logged in the Output/r_log.txt file. This file is overwritten everytime CellexalVR is restarted.

Unity also prints its own logfile called "output_log.txt" which is located in the AppData/LocalLow/med.lu.se/CellexalVR folder. This logfile is probably only relevant to you if you are a programmer and have been modifying CellexalVR. You can use the "Open Unity Log" button in the settings menu to view this file.
Screenshots created with the camera tool are saved under the Output/<username>/<dataset>/Screenshots folder.
All saved heatmaps are saved under the Output/<username>/<dataset>/Heatmap folder as .png files.
All saved networks (both text files and images) are saved under Output/<username>/<dataset>/Networks.