I've been asked this a couple of times in the past few days.
File->Datalogging->Record...
Use the MegaTune Datalog file dialog window to choose where to put the file (I use the desktop) I say this because its hard to work out where MegaTune saves the datalog!
Once you press the Save button it will start logging.
Do your test, then stop the datalogging with File->Datalogging->Off
And if you then save your MSQ file File->Save As... you can use the MegaLogViewer
http://www.ideasandsolutions.biz/MegaLogViewer/ with your datalog and MSQ and
replay what happened with the sensors.