On selecting a web session by clicking on it, Fiddler Everywhere loads the data in the Traffic Inspector tab on the right. The Request headers are present at the top, and the Response headers below.
Yes. Supports traffic capturing on virtually any application that uses the system proxy.
See this screenshot. Located at the top right part of the screen

Fiddler's Filters tab can do this - set the 'Hosts' dropdown to 'Show only the following hosts' then put the name in the textbox below.
Go to fiddler script tag and paste following into OnBeforeRequest function. (Screenshot below)
if (oSession.url.Contains("ruby:8080") || oSession.url.Contains("localhost:1234"))
{
oSession["ui-hide"] = "yup"; // "The "yup" value is unimportant"
}

This way you can filter by any part of url be it port, hostname or whatever. It is useful for filtering out localhost trash as filtering by host alone does not do this...
EDIT as per @baburao comment: Apparently fiddler gives access to process info through the x-ProcessInfo flag. So if you wanna hide a process (say for 'chrome'), change the condition to: if (oSession["x-ProcessInfo"].Contains("chrome"))
Hope this saves you some time.
An alternative is to filter and export session.
You can filter by typing in the bottom black box area with prefix @ and your hostname. eg, @msn.com
Fiddler documentation has good sample. http://docs.telerik.com/fiddler/knowledgebase/QuickExec
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