Where are the SNS/SMS logs? Cloudwatch empty

Context: I use Amazon AWS, SNS service, to manually send SMS as a trial before I do any integration by code.

I want to log the SMS reponses (the JSONs that appear here: http://docs.aws.amazon.com/sns/latest/dg/sms_stats_cloudwatch.html ) at some place.

Investigation done:

It seems I had to create an IAM role. I did it following the steps in the page, in the section "Viewing CloudWatch Logs". The role has been created. The policy for the role contains the following actions:

"Action": [
    "logs:CreateLogGroup",
    "logs:CreateLogStream",
    "logs:PutLogEvents",
    "logs:PutMetricFilter",
    "logs:PutRetentionPolicy"
],

I have set the "Default percentage of success to sample" to the 100% so it should log all errors and successes...

And now what? I have sent a couple of SMSs, I go to the Cloudwatch / Logs and all is empty.

Questions:

• Where are the logs?
• Do I have to do anything else with the IAM to get that logged?
• Do I have to do anything in the Cloudwatch section?
• Where is it supposed I should be able to see the logs?

I've spent 6+ hours with this and I want to think it is some silly point I'm missing. It can't be so complicated.

The overall question is Where are the SNS/SMS logs and how do I activate them?