I would like to mark when a benchmark starts by tracing all the SQL that is generated. How can I submit a dummy select just before the benchmark (and also at the end) to know what has been sent? How can this be done via the same SQL server connection that Benchmark Factory uses?
In a separate project do a Test SQL for Scalability run. Copy and paste that SQL into your current project, to the beginning and the end.
You should also use the Execute File Wizard to do a command line run session against SQL Server
So, if you are using a specific user to connect to the SQL Server, or if you can, then you could filter SQL Profiler on that particular user so as to only capture the traffic from BMF. You could also filter on the ApplicationName of Benchmark Factory. This will capture all traffic from BMF, both the console and the Agent. This way you wont need to send any specific SQL before any test.
There are a couple ways to accomplish this depending on the type of test. If you are running a mix or scalability test, then you can set a file to execute before and after each iteration which can submit the SQL you need.
If you are using a Replay test, then you can add the same execute file before and after the replay test (since a replay test is only one iteration).
You add the execute file by right clicking the job and selecting Add Execute File