That path doesn't exist on the server. We normally don't create any packages on the server. We use some network location where all the packages are. I was thinking about...

Got it.
select top 10
xevents.event_data.value('(event/action[@name="sql_text"]/value)[1]', 'nvarchar(max)') AS [sql_text],
xevents.event_data.value('(event/action[@name="username"]/value)[1]', 'nvarchar(max)') AS [UserName],
xevents.event_data.value('(event/action[@name="database_id"]/value)[1]', 'nvarchar(max)') AS [DBName],
xevents.event_data.value('(event/action[@name="client_hostname"]/value)[1]', 'nvarchar(max)') AS [client_hostname],
xevents.event_data
from sys.fn_xe_file_target_read_file
('D:\ExtendedEvents\Query.xet',
'D:\

So I found something useful on MSSQLTIPS.com but I am wondering if we can insert the result from this event into a SQL table?