Log any MYSQL query

It's just about adding one line into my.cnf, like this post suggests.
Note, that you have to add it under [mysqld] secton (and not under 'mysql').

[mysqld]
log=/tmp/mysql.log

With XAMPP, your my.cnf is called just 'my' and is located in [xampp-installation-folder]/mysql/bin
On Unix/Linux take care of log file access permissions by mysqld daemon.