The PHP CLI method is one of several ways to run all scheduled jobs automatically. If you haven't configured a cron job, the scheduled jobs will not run on their own. Because nothing is actually happening, there will be no log entries to say that your cron isn't set up.
Select one of the methods for triggering scheduled jobs from the command line. Since you're on Drupal, you might try the Drush method because it's fairly easy. Regardless, if for some reason your command fails, you should get some sort of message that you can use for finding more specific help.
(A tip for testing: make sure you have at least one scheduled job enabled and set to run "Always". If everything's hourly or daily, it's hard to test if it has executed.)
Once you find a command that works, set it up as a cron job so it runs every 5-15 minutes. At that point, you'll be able to go back and check if the scheduled jobs are working as expected.