By default, CodeXL will be in Debug mode.
I think you are looking for GPU profiling.
For this, you need to do the following:
1. Load any sample (Gaussian noise in your case).
2. Click on "CodeXL -> Profile Mode" in VS2010
3. Again, click on "CodeXL-> GPU Application Trace" in VS2010 [Assuming you want to check the API trace]
4. Click on "CodeXL -> Start profiling".
Once application run complete, CodeXL will generate Application trace data.
Please go through the "Quick start guide". This is very informative for beginners.
It is present at "CodeXL -> Help -> View Quick start Guide" in VS.