If you choose ‘Event Log’ from the system menu, a small window will pop up in which PuTTY logs significant events during the connection. Most of the events in the log will probably take place during session startup, but a few can occur at any point in the session, and one or two occur right at the end.
You can use the mouse to select one or more lines of the Event Log, and hit the Copy button to copy them to the clipboard. If you are reporting a bug, it's often useful to paste the contents of the Event Log into your bug report.