You can select the View | Path Lines menu option to draw the current path of the probe in the Graphic Display window.
The software only generates the probe's path lines for features that follow a MODE/DCC command. If your measurement routine doesn't have a MODE/DCC command, you won't see any path lines.
For more information on working with path lines, see "Showing, Animating, and Moving Path Lines" in the "Editing the CAD Display" chapter.