Are you trying to intercept requests from your app to the outside? Or are you trying to add a request handler for incoming requests?
In your snippet you are registering an http request interceptor. Its implementation will trigger when you send an http request, for instance via the call REST action.
Also, the first argument to registerHttpRequestInterceptor you specify the host-part of the URL for which you want to intercept. Instead of "myInterceptor/", you may want to try something like "*.myserver.com" or just "*".