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| Sad! |
The log file is a file that goes along every LaTeX file. It is automatically generated and specific to a file.
It gives information about what the document is and how to process it, like for example the name and version number of the compiler to use.
What's most likely happening here is that there is a problem while trying to compile because without an indication from a specific log file, neither your system nor Texmaker know what to do with the file or where the compiler is...-> Either because you just don't have a LaTeX compiler installed
Texmaker is just a (very good) LaTeX editor, it does not come with an engine to create actual pdf... If you didn't install anything else than Texmaker, you are therefore missing a LaTeX distribution.
In that case I recommend MikTeX if you are running Windows (miktex.org/), or Live TeX if you run an UNIX system (www.tug.org/texlive/)
-> Or because you didn't add it's path to your environment variables
This you should do in either case. Just add this path to your environment variables:
[location of your miktex folder]\MiKTeX 2.9\miktex\bin
This step is required to use the builtin functionality of your LaTeX editor to create a new file from an other existing LaTeX file, or to create a new file by copying an other manually. Just because the log file is intimately specific to its LaTeX file ;)
Hope that helps ;)
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FAQ
LaTeX?
http://latex-project.org/intro.html
What is Texmaker?
My favorite LaTeX editor, check it out at http://www.xm1math.net/texmaker/
It is free and easy to use!
Where to get help?
http://tex.stackexchange.com/ is THE place.
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More information
on the topic:
http://tex.stackexchange.com/questions/63999/texmaker-windows-version-first-use-error-log-file-not-found
on the log file:
http://tex.stackexchange.com/questions/32213/understanding-the-log-file