Once you've connected Salesforce, the expectation is that any changes to Opportunities, Contacts, Leads, Tasks, Accounts will be included in Windmill analytics and stats. However, if you notice that some of your activities are missing, you may need to review your Salesforce settings.
In order to Enable field tracking history, for standard objects (e.g. Lead, Account, Contact, etc), click "Set History Tracking" when viewing Fields & Relationships for a given object in Object Manager. On the next screen select "Enable {ObjectName} History" and then select the field you want to track.