I may be missing something obvious here, but in the devel module settings I have checked "Collect query info" and "Display query log", and saved. Where does this information show up? I don't see anything different when I load pages. Is there a variable that I need to inject somewhere in my templates that I missed? I would like to view what queries are executing on each page and the amount of time they are taking.
It should show up in $closure in your theme, unless you have something like Admin installed. In that case, it shows up in the Admin menu under the Devel section.