It depends on what kind of data you want to Capture.
I've just set up tracing as @MBuschi has suggested, but IMO it's pretty limited. To enable it I reccomend you create a small database for it to write to, and change the flag show above for "CreateQueryLogTable" to true. You also need to provide the connection string to your logging location, and ...
This is the default feature of profiler unless you enable below by going into options of profiler capturing:
However please note that if there is nested call of procedure inside another procedure, it may not get captured.
Please go through the below ...