Sometimes it's not obvious about how to get things done on the Cisco Appliance platforms, especially if you're used to the Windows platforms. But, you really can do everything you used to--you just do it differently. For instance, to get a packet capture use the CLI and enter the following command:
utils network capture eth0 file Capture1 size all count 100000
Type CTRL-C to stop the capture.
Then, you can retrieve the packet capture by using RTMT (Real Time Monitoring Tool):
In RTMT, use the Collect Files tool. Select Packet Capture Logs for the server. The PCAP File will then download to your PC, and you can open it with Wireshark.
This will work with all of the Cisco UC Appliances.