Fiddler listens 8888 but can send any responce to 8888 ?

My program gets a web site and using fiddler as a proxy 127.0.0.1:8888

Like , 

My program get an url over 127.0.0.1:8888 ---- > fiddler captures get and responce from the site , that is ok.

Fiddler can able to feedback the responce which is from the site , directly to my program

My program --- > GET ---->  Fiddler Captures

Fiddler feddback ---- > My Program , over 127.0.0.1:8888

For example ,

My program ---- GET - 123456.com/helloworld.html  ----  Fiddler Captures ---- 123456.com and helloworld.html for example

 And fiddler feedback helloworld.html ----> to my program over 127.0.0.1:8888 , acting like a proxy

and my program see the helloworld.html.