In the event viewer, IDs 6272, 6273 will be logged for successful and failed logins.
You can integrate things like Duo MFA using the RADIUS proxy if you want to add MFA to your client VPN.
You can now use tools like ManageEngine ADAudit Plus to do user auditing which now includes their VPN activity (so it will be able to say things like user "x" connected via client VPN, and then accessed fileserver "y").