You will need user authorisation in case if you want to get report with activity by users. If user authorisation is off, WinRoute will not write usernames into log file and you will see only Not given username in ProxyInspector report.
In order to enable authorisation please do the following:
Run Kerio WinRoute Administration, open Settings | Proxy Server..., select Access page. You need to add at least one URL, '*' means any site in the world. To add URL press Insert and enter URL. After URL was added, you should add groups and users(using << Add button) which might have access to this URL. Do not add Everyone group, in this case WinRoute will not ask users for their username/password.