how to add an extended events tracking session to SSAS?

I would prefer to have a script to achieve this, but as I am not so familiar with SSAS I am using the wizard to create an extended events session in SSAS. The way I am doing it is right clicking on the following place and getting a new session created: wonderful, but on the second screen, I pick this default tracking to start with, which is fine, but then I get this nasty error message that I am not aware as how to fix: There are no valid data storage targets for this session. I move on, to the events tab and check which events are included Just to get stuck in the next tab, Data Storage: which does not allow me to proceed. How can I get over this There are no valid data storage targets for this session. or even more specifically, how can I set up an extended events session to track what is going on inside my ssas? I would prefer a script, but any ways to see what processes and\or queries are running inside my ssas databases is fine.