Fiddler is a proxy so you should set your WPF app to use Fiddler (127.0.0.1:8888 by default) to use Fiddler as a proxy in order to see its traffic in Fiddler. It doesn't work the other way around, i.e. you cannot tell Fiddler to get traffic from your app.
There is no real guideline for setting up your app to use Fiddler as a proxy, too. The procedure is really app dependent so you will have to figure it out yourself.
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