You should start by reading this thread, which explains what a HTTP CONNECT Tunnel is: https://groups.google.com/forum/#!topic/httpfiddler/RCkzE3HhhxY
Since you have enabled decryption, if you’re not seeing any HTTPS traffic in Fiddler, you either have a Filter enabled (click Help > Troubleshoot Filters) or you have not configured Windows to trust the Fiddler root certificate and hence your clients are aborting the connection as soon as they see the (untrusted) Fiddler certificate.