Hello Marcoboffi,

Thank you for your interest in Fiddler Everywhere! The documentation link you are following is actually from the classic Fiddler documentation. The one for Fiddler Everywhere is listed here:

https://docs.telerik.com/fiddler-everywhere/user-guide/file-menu 

You will notice that Fiddler Everywhere is not yet supporting VS WebTest format. The team aims for better feature parity with the classic Fiddler so you could expect more formats to be supported in the future. Meanwhile, you could use only the formats listed in the drop-down menu. Alternatively, you could use the Fiddler SAZ archives to export/import sessions or directly share sessions through the FE user interface.

Update: Due to the statement posted here about the deprecation of the web testing functionality of VS, the team is not planning on supporting the VS Web Test format as an export option.