Thick client pentest with burpsuite?

Question

Burglary protection

Good day.
The task came to carry the SAP application pentest. Accordingly, the client application is installed on my machine. Burp is there. I turn on the proxy in burpsuite (localhost, port: 8080, all interfaces) and start listening. Traffic from SAP is not forwarded. I tried to configure windows proxy so that traffic goes through Localhost:8080 , but nothing happens.
Guys, please forward. Deadlines are burning