Acoustic emission (AE) detection is a noninvasive technique allowing the localization of the mechanical events and quenches in superconducting magnets. Application of the AE technique is especially advantageous in situations where magnet integrity can be jeopardized by the use of voltage taps or inductive pickup coils. As the prototype module of the transport solenoid (TS) for the Mu2e experiment at Fermilab represents such a special case, we have developed a dedicated six-channel AE detection system and accompanying software aimed at localizing mechanical events during the coil cold testing. The AE sensors based on transversely polarized piezoceramic washers combined with cryogenic preamplifiers were mounted at the outer surface of the solenoid aluminum shell, with a 60° angular step around the circumference. Acoustic signals were simultaneously acquired at a rate of 500 kS/s, prefiltered and sorted based on their arrival time. Next, based on the arrival timing, angular and axial coordinates of the AE sources within the magnet structure were calculated. We present AE measurement results obtained during cooldown, spot heater firing, and spontaneous quenching of the Mu2e TS module prototype and discuss their relevance for mechanical stability assessment and quench localization.