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
Yes, there are logs for everything.
If you connect a new device to the Pi then the module being loaded will show in dmesg. Eg;
$ dmesg | tail
[16037.102139] Initializing USB Mass Storage driver...
[16037.102299] scsi4 : usb-storage 2-2:1.0
[16037.102422] usbcore: registered new interface drive...