This was very simple thing to do for once.
Just simply click the System
tab down in the left corner
In the right side column you will find
System log
This is where you will enter the IP address of your Graylog server. I have not tried to use a non standard port other than the syslog default port 514. I have read that it's possible, but you have to user CLI to manually add the port to the configuration.
In the Firewall Policies
configuration you have the option to log stuff, this is where you can choose what will be logged.
If you have no ruleset with
Default Log
ticked you will not get much information in Graylog.