Don’t know how to capture traffic on your Windows system if you can’t install third party tools? 
Windows 10 (since version 2004), Windows 11, Server 2019 and 2022 come pre-installed with a tool called pktmon. 
pktmon is able to capture data and export to to PCAPng without installing extra tools to later be able to analyse is with Wireshark. We can also filter on IP-Adresses, Ports, Protocols, etc. and get live counters while capturing. 
While host capturing is not the perfect way to capture data, it is often the only way to get access to the data.
I created a short Video showing you how to set filters, start the capture, get live counters, stop capturing and convert data and open it in Wireshark. 
