How to display all database queries made by Wordpress?

If you add define('SAVEQUERIES', true) to your configuration file, you can then list all the queries made for the current page by adding the following to your theme.

if (current_user_can('administrator')){
    global $wpdb;
    echo "<pre>";
    print_r($wpdb->queries);
    echo "</pre>";
}

See the documentation for more details: http://codex.wordpress.org/Editing_wp-config.php#Save_queries_for_analysis

or you can hook into posts_request. You can put the coe inside functions.php such as

add_filter('posts_request','debug_post_request'); // debugging sql query of a post

function debug_post_request($sql_text) {

   $GLOBALS['debugku'] = $sql_text; //intercept and store the sql<br/>
   return $sql_text; 

}

in your theme footer, you can use print_r like

print_r($GLOBALS['debugku']);