Postman | Capture API Calls With a Proxy

In my case it shows that your connection is not private

I want to use this tool to intercept local API calls. I host a client and an API on the same PC and I want to know what API calls happene between this Client and the API. Can I use this functionality to record that? I've read the documentation but I'm still unsure and I haven't been able to get it to work so far.

I want to intercept the desktop application, which interacts with Web internally when some icons are clicked. How can I intercept the api calls of the desktop app using Postman?

How do I do it on windows?

the capture requests button doesn't show for me.

How do I do the same thing from Android or iPhone ?