The online documentation may indicate that the online documentation is obsolete; the LinkSnooper itself is still alive and kicking! Just go to the Documentation Center and look at the guide page of JLink:
JLink/guide/CallingTheWolframLanguageFromJava
scroll down to "LinkSnooper" and there you have it.
I use LinkSnooper quite often, because it is one of the rare tools that helps you investigating in
- how dynamic stuff is working
- how the internal debugger works
- how autocompletion of your functions is achieved
In fact, I use it so regularly, that I even started to write a better version of it that supports basic highlighting and better copy&paste support of the packets, because I find myself often enough in the situation where I want to test expressions in a notebook. I gave it the name Pink Roselon which is an anagram of LinkSnooper:
I haven't worked on it for some time since it seems incredibly hard creating a list-view of highlighted text that works super-smoothly even for a large amount of data.
Another way of inspecting front-end to kernel communication is to write your own traffic logger directly inside Mathematica. If you want to know how this can be done, I strongly recommend reading the article MathLink Mode by David Wagner and the reference therein.
Although not everything from this article is still working nowadays (the article is from 1996!), a packet snooper can easily be set up with the information there.
Finally, if you already know that Kernel and Front End are talking over a MathLink (today it's called WSTP Link) and you wonder how and when the Service- and the Preemptive-Link is set up, then a good read is the source LinkSnooper:
FileNames["LinkSnooper.java", {$InstallationDirectory}, Infinity]
Especially the comments (e.g. line 337) are very enlightening. It specifically explains how the other two links are created.