How to set up via REST API (I have 401 unauthorized error trying to use this method)

[RSRaven]

I use Nebula to save the SOAP requests and responses for the integration to the external system. It works fine with platform events, but I think in my case using the REST API saving method would be better (we can have tons of requests daily).

So, the question is how to set up that feature. I didn't find that in the documentation.