How can I see the Trace messages?

For Page Level Tracing specify the Page Directive as

<%@ Page Trace='true' %>

You can view the page on which trace is enabled to true to see the details.

For Application Level Tracing modify web.config as

<configuration>
	<system.web>
     		<trace enabled='true' requestLimit='10' pageOutput='false' traceMode='SortByTime' localOnly='true' />
	</system.web>
</configuration>

You can view the Trace at http://<server>/<webApplicationName>/trace.axd