SQL statements sent from Tableau should be the same on Server and Desktop. You can view the queries that Tableau Desktop sends to the SQL Server by looking at the logs. The logs are located (by default) in "\My Documents\My Tableau Repository\Logs\". I highly recommend you take a look at the free Tableau Software Performance Analyzer
It will process your log files and spit out a new Tableau workbook that shows you the queries and how long each took to process.