It seems to be very simple thing to do, because the old version of DNN has default set it to be enabled. But it was not enabled since 1 year ago. And I have problem finding where to set it one day when I want to have it.
I always saw "Your Hosting Provider Has Disabled the Site Log History Feature", so I try to change the host settings to enable it, but it never actually work.
Finally I was comparing the settings of my old site and the new site, and find the setting for it is in "Site Settings", "Advanced Settings", "Host Settings", "Site Log History", change it to anything not 0 will enable the site log for you site.
Hope it will help someone else who has the same trouble finding it.