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In the Language Server Extension Guide it says:

'If you are using vscode-languageclient to implement the client, you can specify a setting [langId].trace.server that instructs the Client to log communications between Language Client / Server to a channel of the Language Client's name.

For lsp-sample, you can set this setting: "languageServerExample.trace.server": "verbose". Now head to the channel "Language Server Example". You should see the logs:

Where and how exactly do I specify this setting in VS Code?

Answers

What I do for php language server is adding "log": true to launch.json file, Then the compiler will try to show logs when you press f5 to start debugging. But from what I understand from the documentation you have shared in your question, You can follow this instructions (I don't guarantee this will work, As I mentioned this is the instruction for what you have shared in your question):

• Press Ctrl+comma.
• Search for "trace server".
• Now languages should be listed. If you are on the latest version of vscode, choose verbose in any language server you want.
• If you are on an older version of vscode, then choose the pencil button next to the language you want, and select "verbose".