Virus' collected information destination?

Just as the title mentions, how does one find out how and where a virus/trojan/malware sends its information?

I realize this is a question that could demand a very complex answer, if there is a way at all, but this "itch" called curiosity needs to be scratched.

While I am no expert (at least not yet) I do have a background in IT so I wont be mystified by tech terms and I do have some experience in programming.

Thanks.

If it was easy to find out the exact destination of purloined information, a lot more people would be in jail.

Often malware doesn't send anything anywhere, the virus just collects things into a file on your computer that some hacker picks up when they access your machine through a backdoor the virus opened.