How can I find out what Data my computer is sending over internet

Hi ! I am new to wireshark and i need to ask a question. My question is: How can I find out what Data my computer is sending over internet with wireshark ? I have an .exe file in my pc and it asks for some info. It sends that info somewhere. Iwould like to know how can i find out were this info goes, if that is possible, with wireshark. Thank you.