Yii - How to print SQL used by the application

You can log the executed queries in the application log and review that. Something like this in the config file, and the file named "db.log" most probably created in "protected/runtime" folder.

'components' => array(
  'db'=>array(
    'enableParamLogging' => true,
  ),
  'log'=>array(
    'class'=>'CLogRouter',
    'routes'=>array( 
      array(
        'class'=>'CFileLogRoute',
        'levels'=>'trace,log',
        'categories' => 'system.db.CDbCommand',
        'logFile' => 'db.log',
      ), 
    ),
  ),
);

In some cases (e.g. when running tests), you will also need to call Yii::app()->log->processLogs(null); at the end of the process for this to work.
Of course, once you're there nothing's stopping you from writing your own log route that does something different with the logged messages, but mind that the logs are processed at the end of the request (or when you call processLogs), not every time you log something.

---

By the way, the proper way to create dynamic query with parameters:

$criteria = new CDbCriteria();
$criteria->condition = 't.date BETWEEN :from_date AND :to_date';
$criteria->params = array(
  ':from_date' => $from_date,
  ':to_date' => $to_date,
);
$criteria->with = array('order');

$orders = ProductOrder::model()->findAll($criteria);