Querying Extended Events in SQL Server 2008
Try to play with this example:

CREATE EVENT SESSION
[statement_completed_file]
ON SERVER
ADD EVENT
    sqlserver.sp_statement_completed,
ADD EVENT
    sqlserver.sql_statement_completed
    (
        ACTION 
        (
            sqlserver.sql_text
        )
        WHERE
        (
            sqlserver.session_id &lt;&gt; 53
        )
    )
ADD TARGET package0.asynchronous_file_target
    (
        set filename=N'C:\stats.xel', 
        metadatafile=N'C:\stats.xem'
    )
WITH
(
    MAX_MEMORY=4096KB,
    EVENT_RETENTION_MODE=ALLOW_SINGLE_EVENT_LOSS,
    MAX_DISPATCH_LATENCY=1 SECONDS,
    TRACK_CAUSALITY=OFF,
    STARTUP_STATE=OFF
)
GO
ALTER EVENT SESSION [statement_completed_file]
ON SERVER
STATE=START
GO
SELECT event_data, 
    event_data.value('(event/@name)[1]', 'varchar(50)') AS event_name,
    event_data.value('(event/data/value)[1]', 'bigint') AS source_database_id,
    event_data.value('(event/data/value)[2]', 'bigint') AS object_id,
    event_data.value('(event/data/value)[3]', 'bigint') AS object_type,
    event_data.value('(event/data/value)[4]', 'bigint') AS cpu,
    event_data.value('(event/data/value)[5]', 'bigint') AS duration,
    event_data.value('(event/data/value)[6]', 'bigint') AS reads,
    event_data.value('(event/data/value)[7]', 'bigint') AS writes,
    event_data.value('(event/action/value)[1]', 'nvarchar(max)') AS sql_text
FROM 
(
    SELECT CAST(event_data AS XML) AS event_data
    FROM sys.fn_xe_file_target_read_file('C:\stats*.xel', 'C:\stats*.xem', null, null)
) tbl
GO
DROP EVENT SESSION [statement_completed_file] ON SERVER
GO