Answered: How to us communication log option in REBEX to track connectivity issue happening in between during download in c#/

It doesn't really matter where you asing the LogWriter property. Just make sure to assign it before calling the Connect method.
It can be assigned right after calling the constructor:

var sftp = new Rebex.Net.Sftp();
sftp.LogWriter = new Rebex.FileLogWriter(@"C:\MyData\log.txt");