First, you need to enable the

sp_configure 'show advanced options', 1;
GO
RECONFIGURE;
GO
sp_configure 'Ole Automation Procedures', 1;
GO
RECONFIGURE;
GO

Ans :
Configuration option 'show advanced options' changed from 0 to 1. Run the RECONFIGURE statement to install.
Configuration option 'Ole Automation Procedures' changed from 0 to 1. Run the RECONFIGURE statement to install.

DECLARE @URL NVARCHAR(MAX) = '{Get API URL}';
Declare @Object as Int;
Declare @ResponseText as Varchar(8000);

Exec sp_OACreate 'MSXML2.XMLHTTP', @Object OUT;
Exec sp_OAMethod @Object, 'open', NULL, 'get',
       @URL,
       'False'
Exec sp_OAMethod @Object, 'send'
Exec sp_OAMethod @Object, 'responseText', @ResponseText OUTPUT
IF((Select @ResponseText) <> '')
BEGIN
     
	Select @ResponseText


END
ELSE
BEGIN
     DECLARE @ErroMsg NVARCHAR(30) = 'No data found.';
     Print @ErroMsg;
END
Exec sp_OADestroy @Object