How does the klogd work?

Hi,
I want add the function to save system messages on one of mini linux 
system, so I add the klogd to the /sbin, and run the " klogd -f  ./log" 
after the shell is work. but the log file always is null. Why? if I need 
add the syslogd to the system?

adding, I have check the /proc/kmsg its length is 0 too. Do I need add 
something to my kernel?

Thanks.

Tom