You are confusing the two kinds of tests. Unit tests are compiled into a separate binary and run by
make check. Functional tests are testing the RPC commands and have to be run explicitly using the
test_framework.log is only created by the functional tests. The documentation for the unit tests can be found here.
To print messages in the unit tests, you cannot use
LogPrintf. Instead use
BOOST_CHECK_MESSAGE to print messages from the tests. You will have to run the test binary directly (
--log_level=all to see the messages.
To print from the source files themselves, you could use
fprintf() and print your messages to stderr.