Firefox does not automatically use the System Proxy. This means you must manually configure Firefox to use FiddlerCap.
Firefox Configuration Instructions
Go to Open Application Menu > Options > General.
Scroll to the Network Settings section and click on the Settings button.
Select Use system proxy settings and click OK.
(Optional HTTPS Related) To capture secure traffic (HTTPS), you will need to manually import the Fiddler root certificate in the Firefox certificate and authority store. In Firefox go to Open Application Menu > Options > Privacy & Security.
(Optional HTTPS Related) Scroll to Security > Certificates and click on the View Certificates button.
(Optional HTTPS Related) Import the Fiddler root certificate in the Authorities section. Export the certificate manually from the OS certificate store or via Fiddler Everywhere as described here.