Connect to data source via API

Hello, I'm trying to connect to a data source via a REST API.

I'm entering this: https://[[server]]/products/api/ and when prompted enter my key. I keep getting the error "A web API key can only be specified when a web API key name is provided".

I'm not sure what key name should be provided, or where.

A few posts on here recomment Chris Webb's article, but I don't think I was following it properly.

My expectation is that I should be able to connect via the API, and have a list of fields appear by magic - but maybe I'm fundamentally misunderstanding it?

Thanks,

Simon