How to setup Postman as proxy for a specific app?

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GIVEN

  1. Both HTTP client app and Postman are running on the SAME computer.
  2. The host (with which the HTTP client is communicating) is on the Internet.
  3. macOS 10.12.5
  4. Postman 5.5.2

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QUESTION

How do I capture in Postman the requests from, and responses to, the HTTP client app?

@jeremy.french - This documentation page should help - https://www.getpostman.com/docs/postman/sending_api_requests/capturing_http_requests