fiddler doesn't capture python http request?

Python does not use proxy by default, so fiddler cannot intercept its network traffic. You may need to change the Python program a little. Here is another thread on how to see proxy for Python programs Proxy with urllib2.

It will only work if you set Python to use Fiddler as a proxy. It may be easier to use Wireshark, which will let you monitor all HTTP traffic, without the need for proxies.