You are able to track the Internet connections by enabling the Connection Tracking logging in the section [Firewall]->[Connection Tracking]. In this case, for any connection of your clients, information will be logged such as the source IP, the source tcp/udp port, the remote IP and remote port.
At the moment, it is not possible to log the URL, because Zeroshell has not the web proxy service implemented yet.
Regards
Fulvio