Internet Explorer assigns all websites to one of four security zones: Internet, Local intranet, Trusted sites, or Restricted sites. The zone to which a website is assigned specifies different security settings that may lead to different behaviors. Following domains allow you to test the browser labs in different security zones in IE. Before navigating to following domains, you need to either map these domains into the correct security zone manually or run following command to map these domains automatically.
Open Fiddler and go to Tools -> Options -> HTTPS tab. Enable Decrypt HTTPS traffic. You will be prompted to install the Fiddler Root certificate (this step requires elevated permission).
Close Fiddler.
Main steps
Start Fiddler. It should automatically start capturing, and you will see Capturing icon in the lower left corner. If it is not capturing, press F12 to start capturing.
End steps
Go to Fiddler -> File -> Save -> All Sessions... to save the file in saz format.