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 Administration console, select Configuration | Content Filtering | HTTP Police tab, than select URL Rules page. You need to add at least one URL, '*' means any site in the world. To add URL press Add button: enter URL and select Redirect user to firewall login page option.
Latest KFW versions already have Authenticate all users rule in traffic policy and you only need to enable it.