Name		Name	Last commit message	Last commit date
parent directory ..
management		management
metadata		metadata
README.md		README.md
auto-stats-create.sql		auto-stats-create.sql
blocked-processes-create.sql		blocked-processes-create.sql
blocked-processes-read.sql		blocked-processes-read.sql
errors-create.sql		errors-create.sql
errors-read.sql		errors-read.sql
follow-a-session_id.sql		follow-a-session_id.sql
latches-create.sql		latches-create.sql
lightweight-profiling-v3-create.sql		lightweight-profiling-v3-create.sql
login-logout-from-connection-pool-create.sql		login-logout-from-connection-pool-create.sql
long-running-queries-create.sql		long-running-queries-create.sql
monitor-errors-create.sql		monitor-errors-create.sql
monitor-procedure-execution.sql		monitor-procedure-execution.sql
procedure_cache_removal_statistics-create.sql		procedure_cache_removal_statistics-create.sql
procedure_cache_removal_statistics-read.sql		procedure_cache_removal_statistics-read.sql
query_memory_grants-create.sql		query_memory_grants-create.sql
recompilations-create.sql		recompilations-create.sql
spills-to-tempdb-create.sql		spills-to-tempdb-create.sql
timeouts-create.sql		timeouts-create.sql
tracking_statement_recompilations-create.sql		tracking_statement_recompilations-create.sql
tracking_statement_recompilations-read.sql		tracking_statement_recompilations-read.sql
waits-on-a-session-create.sql		waits-on-a-session-create.sql
waits-on-a-session-read.sql		waits-on-a-session-read.sql
xevents-perfs-2008r2.sql		xevents-perfs-2008r2.sql

README.md

Extended Event sessions

Extended event sessions to track events on on-prem SQL Server instances.

If you are using the "event file" target, the session files will usually by in the log directory of SQL Server.

You can find this directory by using this query

A more complete query to identify file targets name is available here.

Identify all <extended event session name>*.xel files in the directory. There should be 5 at most, if you didn't change the default max number of files.
Compress it using zip, 7-zip, etc. The compression ratio is important on these files.
Grab files locally and open them using Sql Server Management Studio