I have the same results with it not working. I've seen no documentation covering this feature yet, so odds of there being additional requirements will not surprise me.
Has anyone seen documentation, lab, or video anywhere that covers this subject yet?
I had been wondering if it required the Microsoft NDIS Capture switch extension enabled on the virtual switch within the Virtual Switch Manager, but for me, enabling Microsoft
NDIS Capture results in: The selected extension is not operating correctly.
Check the event logs for further information. Checking the all the event log sections, I find no errors related to Hyper-V, NDIS, or networking in general.
So far havent spotted any information events worthwhile either.
Ive found only minor information about what this extension is supposed to do, but no real documentation on it either.

Also, the white paper PDF linked by Tiger Li no longer works, so I haven't read it. I've gotten a lot of documentation via the download center, but I don't know if that PDF is one of them.