The document provides steps to convert a script recorded in Fiddler to a Neoload script. It involves recording the script in Fiddler, changing the Fiddler settings to forward requests through Neoload, starting a recording session in Neoload, replaying the script in Fiddler, stopping the Neoload recording, and verifying the converted script can be seen in Neoload. Following these steps allows scripts originally captured in Fiddler to be replayed by Neoload.