You can easily echo them to the console or debug window.
To be honest you should keep all ORM queries fairly simple if you can. Where clauses fine. Inserts, updates, deletes, ORMs save so much code, and so much pain when you add new properties/remove them.
But if a query is more than a few includes or joins you should be handcrafting it with FromSQL() or loading it piecemeal using Load().
And don't even think about using it to make complicated reports, that is not a good idea. Make a stored procedure or view.
And that's especially true if you are using anything other than SQL Server. I've seen abysmal performance myself on MySQL/Maria on moderately complex EF queries. I've not really looked since EF 6, but it used to love making nested selects instead of JOINs, which were fine in SQL Server but terrible performance-wise in MySQL. Postgre I've never used with EF in anger so can't comment.
You can use EF with Hot chocolate to make a GraphQL endpoint really easily, but I'd imagine that's an easy way to saddle yourself with serious performance problems unless you limit the levels it can go. I'd be interested to hear if anyone's using it and how they find it?