Encountering an issue while train AI assistant via URL

Error
You didn't provide an API key. You need to provide your API key in an Authorization header using Bearer auth (i.e. Authorization: Bearer YOUR_KEY), or as the password field (with blank username) if you're accessing the API from your browser and are prompted for a username and password. You can obtain an API key from https://platform.openai.com/account/api-keys.<br />

This error is showing when I'm giving URL to fetch data.
Anyone else seeing this?

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