Turning it on
Set a threshold — one second is a sensible start — and let it run for a day of normal traffic. You are looking for patterns, not individual events.
What to look for
Sort by total time, not by slowest single run. A query taking 200ms that runs ten thousand times a day costs far more than a nightly report taking thirty seconds.
EXPLAIN is the next step
Run EXPLAIN on the worst offenders. "Using filesort" and "Using temporary" usually mean a missing index; a full table scan on a large table almost always does.