You probably only have to follow the steps on the SDK site (scroll a bit down) and after that just launch Fiddler with HCCE.
If the SDK is confusing, you can also try to use this software instead:
You don’t need to use it to connect to any of the unofficial servers, what matters is that this program is also able to disable the Cert pinning of Hitman which should make HCCE work.
I don’t know how it looks today as I checked it out years ago, but if it did not change much it is not too complicated and intuitive.
I am sorry how troublesome this whole thing became (needing Fiddler, HCCE as a plugin and now a third program on top of it)