Connecting to WEB API - Channel Advisor

Hi community,

I've been searching and trying different ways to connect with a website that manages our marketplaces without success.
I'm sure it's probably something "basic" that I'm missing but since I have no experience with APIs and connecting to websites I have no idea of what could be.

The website that I'm trying to connect to is channeladvisor.com and I've created a developer account which provides me a key:

https://developer.channeladvisor.com/the-developer-console 

I want to only view our orders in Power BI so I'm assuming that I should connect to this link:
https://api.channeladvisor.com/v1/orders according to the instructions here https://developer.channeladvisor.com/working-with-orders

I've written blank queries such as:

let
apiUrl = "https://api.channeladvisor.com/v1/Orders",
options = [Headers =[#"Subscription-Key"="XXXXXXXX "]],
result = Web.Contents(apiUrl , options)
in
result

but they give me no results, I can only see the query and no tables

Also I tried to connect via WEB and added the API key but I keep getting that " A web API key can only be specified when a web API key name is provided"

Does anyone have any idea of what I could be doing wrong?

Thank you so much in advance!