Can you please check and confirm what version of Ubuntu linux is installed on machine, use following command:
I tried following steps on Ubuntu 8.10 live disk and required sysklogd package and files are there.
Use following command to find if syslog server installed or not on your machine:
dpkg -l |grep sysklogd
If this doesn't return any output then you may have to install the syslog server, use following command to install the syslog server:
apt-get install sysklogd
Once sysklogd package installed you should be able to find /etc/init.d/sysklogd file.