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There is no way to see queries executed in SSMS by default. There are several options though.
Reading transaction log – this is not an easy thing to do because its in proprietary format. However if you need to see queries that were executed historically (except SELECT) this is the only way.
You can use third party tools for this such as ApexSQL Log and SQL Log Rescue (free but SQL 2000 only). Check out this thread for more details here SQL Server Transaction Log Explorer/Analyzer
SQL Server profiler – best suited if you just want to start auditing and you are not interested in what happened earlier. Make sure you use filters to select only transactions you need. Otherwise you’ll end up with ton of data very quickly.
SQL Server trace - best suited if you want to capture all or most commands and keep them in trace file that can be parsed later.
Triggers – best suited if you want to capture DML (except select) and store these somewhere in the database