How to Monitor network calls by exes installed on Computer

I want to Monitor websites getting coected by exes installed on my system. I suspect one of the exes I've installed is remotely coecting to some spammy website to send information secretly. Rather I wish to find any hidden exe which is trying to coect to particular site.

Can I use fiddler to check this? Also, I would love to have any logging mechanism to log exe name, Location and websites requested.

I am using Windows 7.