OK, so for future reference, in case there is somebody else searching for the complete answer, here is what I did after SomeDataDude put me on the right track. My goal was to connect to Channel Advisor orders.

STEP 1: CREATE CUSTOM FUNCTION

Prerequisite: create an application in Channel Advisor's developer console and record the access token and refresh token.

Recommended: test code first before creating the function as described elsewhere in this post.

() =>
let
    url = "https://api.channeladvisor.com/oauth2/token",
    headers = [#"Authorization"="Basic XXXXX"],
    postBody = [
        grant_type = "refresh_token", 
        refresh_token = "XXXXX"
        ],
    response = Json.Document(Web.Contents(url,
        [
            Headers = headers,
            Content = Text.ToBinary(Uri.BuildQueryString(postBody))
        ])),
    access_token = response[access_token]
in
    access_token

This gets the current access token (= bearer token in Channel Advisor "speak") based on the refresh token.

STEP 2: CREATE THE CONNECTION QUERY

This is the initial query:

let
    Source = Json.Document(Web.Contents("https://api.channeladvisor.com/v1/orders",
                       [Headers=[#"Authorization"="bearer " & GetAccessToken(), 
                                 #"accept" = "text/plain", 
                                 #"Content-Type"="application/json"], 
                                  
                        ManualStatusHandling = {404, 400}]))
in
    Source

And this is the output from that query:

Click on the word "List" in the table, next to the word "value". This inserts a step "Navigation" into the query. It also opens up the list an a tab called "List Tools" at the top. Click on "Convert | To Table" on the ribbon in the "List Tools" tab:

It will present you with a dialog box. I simply clicked "OK":

The last step is to expand the resulting column:

Uncheck "Use original column name as prefix" and click "OK". Voila, here is your data.

OF NOTE:

Make sure that both data sources are set to connect anonymously. Otherwise, you will get an error. Also, try things in Postman first if you run into trouble.

SomeDataDude I set up Postman and was able to connect as follows:

GET https://api.channeladvisor.com/v1/orders

Authorization: Bearer token (using the initial access token from Channel Advisor)

Body: none

When I try to enter a refresh token, the whole thing errors out.

How do I now take what is working in Postman and alter the initial code for the function and query? What I have tried is to enter that information into my initial code, but it doesn't work. It comes back and says something about connecting anonymously.