How to do I connect third party web sockets?

[developer-uhwi]

How do I connect a third party wss example "wss://socketsbay.com/wss/v2/2/demo/" this keeps giving me a "Access to resource at 'wss://socketsbay.com/wss/v2/2/demo/' from origin 'http://127.0.0.1:5500' has been blocked by CORS policy: Cross origin requests are only supported for protocol schemes: http, data, chrome, chrome-extension, chrome-untrusted, https.".

Any assistance will be much appreciated, still reading up on WSS, I am a newbie.