InterceptorRegistration.cs

//1. Application start up
protected void Application_Start()
{
    // other code ommitted
    DbInterception.Add(new YourInterceptor());
}

//2. DbConfiguration
public class YourDBContextConfiguration : DbConfiguration
{
    public YourContextDbConfiguration()
    {
        DbInterception.Add(new YourInterceptor());
    }
}

//3. Anywhere in your code, just call 
DbInterception.Add(new YourInterceptor());