Trace file in MySQL

In SQL Server there is a handy tool called "SQL Profiler" which allows
the user to run a trace on transactions taking place on a database
server. This can be configured to capture transactions from particular
databases, or applications, or users etc.

I've been asked to do some work with a MySQL database, and it would be
very helpful if there were a similar tool for MySQL. I've been asked
to check on which tables are accessed by a particular application,
which would be a snip for a trace program.

I've been given a program called SQLyog Enterprise 5.0 which I believe
is analogous to Enterprise Manager

Thanks for any help.

Edward