You can do the following:
IQueryable query = from x in appEntities
where x.id = 32
select x;
var sql = ((System.Data.Objects.ObjectQuery)query).ToTraceString();
or in EF6:
var sql = ((System.Data.Entity.Core.Objects.ObjectQuery)query)
.ToTraceString();
Adding the following line will spit out the generated SQL (along with additional execution-related details) in the Visual Studio output panel:
using (MyDatabaseEntities context = new MyDatabaseEntities())
{
context.Database.Log = s => System.Diagnostics.Debug.WriteLine(s);
// query the database using EF here.
}