As I have been saying, if the user is logging into a session on the server - in other words, they are Remote Desktop, VNC or sitting at the console - then the event is logged at the *Domain Controller*. (NOT the server). It is the DC you need to look at in order to retrieve the login/logoff events.
The ONLY events you are going to find in a non-DC's Security Log are events for using accessing the server from sessions on another machine. In other words, this is users accessing printers, file shares and so on... but not those logging directly into the server.
You need auditing enabled in Group Policy (Computer Configuration > Windows Settings > Security Settings > Local Policies > Audit Policy) before ANY events are going to be logged anywhere.
-Matt