Use known strings in the app and start dumping and scanning the memory. Check for any files on disk that grow as you type. Use a debugger and tools like CheatEn

Use known strings in the app and start dumping and scanning the memory. Check for any files on disk that grow as you type. Use a debugger and tools like CheatEngine to start investigating specific components of the app. Use a packet sniffer to determine how much data is being siphoned off the app and into a remote server.