To repeat what I said earlier, in case you missed it, PKSA will not "sniff" an existing serial link.
PKSA can act as a SPI master, but not as a SPI slave device, and it will not analyse what is happening on an existing link.
Takes a little effort to set up even then.
Changing the subject:
Depending on how fast your SPI link runs, the PICkit2 logic analyser may be too slow to show SPI link in operation. Maximum sample rate is 1 MHz, so it may only be effective for 100kHz SPI, maybe 200kHz. Guessing a bit here
....... but at least it can "sniff"