hey kristoff. if u just hit record and move your modulation wheel, logic will automatically record the mod wheel's movement. u can check its recorded using rounik's suggestion of the hyper editor.
if u do want to use the mod wheel as automation thats a different story. u'll need to learn a specific parameter (any parameter of logic including plugins) using controller assignments (hit command L). then set the track on write mode (or latch/touch) and hit play. depending on what mode u select, as soon as u move ur mod wheel, automation data will be written. good luck