As each Forefront TMG logs Web Proxy and Firewall data locally, you need to install the Fastvue Arbiter on each TMG server in the Array. You then need to add each individual TMG Server as a Source in TMG Reporter (Settings | Sources | Add Source - for each one).
Also make sure you add an access rule to allow port 49361 (TCP Outbound) from the Fastvue server to the TMG servers (localhost) for All Users. There is more information on our Getting Started page at http://fastvue.co/getting-started.
You can configure remote SQL logging on your TMG Servers to send all log data to a central server, in which case you do not need to install the Arbiter at all. Just go to Settings | Sources | Add Source and select the SQL Server option.
We use the Arbiter when TMG is logging locally to avoid having to open up network access to the database, or to open file shares on your firewall, which is generally considered bad security practice. The Arbiter is a very simple, light-weight service that connects to the log data and securely sends it to the Fastvue TMG Reporter server on port 49361.