Welcome to the forums, ninjagranny!
To see the CFP logs, click Firewall → Common Tasks, View Firewall Events. It’s all there.
What you call a junk filter, is what I call a universal blocking rule. Same thing, different words. CFP, in its help pages, I think calls it something different. But, yes, it is there.
CFP has rules in stages, and a blocking rule can be applied anywhere, with different results. The CFP rule flow goes like this:
( packet to/from Internet) ------- Global Rules --------- Application Rules ---------- (application process)
So a packet coming into your machine from the Internet, first goes thru the Global Rules (in sequence, top down, first match wins), then thru the Application Rules, and only then, if not blocked, allowed to reach the application process running on your machine.
A packet going outbound from your application, has to get past the Application Rule specific to you app, then also get past the Global Rules, and only then gets put on the wire to go to the Internet.
If there is not an ‘allow’ rule, the packet gets blocked. That universal blocking rule is floating around in the background. You can’t see it, as such, but it’s there.
Now, you can construct rules specifically, and put in explicit blocking rules. Those rules will do exactly the same job, but it is in the context of your ruleset.
Does that help?