See the history command.
|history
Also see this (user queries)
index=_audit action="search" search=* NOT user="splunk-system-user"
The search for audit should give the data you want. For more formatted answer, refer to @Mus answer here. http://answers.splunk.com/answers/151378/history-command-is-not-showing-the-searches-run-by-all-the-...
Thanks it works, but as I said I work in a shared environment and history command dont show me the commands of other people that they have run on splunk. I can only see the commands that I have run on splunk. I have got the administration privillages on Splunk.