What "request data" are you referring to?
The core problem here is that you're calling Startup with a false parameter, indicating that Fiddler isn't becoming the proxy for ANY process at all, so you'll never see any data unless you directly send a HTTP request to that proxy instance.
If your goal is to capture traffic from this app and this app only, call
URLMonInterop.SetProxyInProcess("127.0.0.1:8888", "<-loopback>");
after you've started the proxy instance. This will set the current process' WinINET proxy setting to point at the FiddlerCore instance you've started.