You're loading an HTML file directly from disk. There will be a lot of limitations when you do that, including the fact that you can't make any AJAX requests to load other files from disk.
You need to load your page from a proper web server. On Windows, you can either use IIS or IIS Express.
Install and Setup a Website in IIS on Windows 10[
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In this case, you're not making a cross-origin request; you're just loading data from the same origin as the page. But if you were, you'd need to understand how the CORS headers work: they need to be sent
by the remote server as part of the response. You cannot set them as part of the request, since this would bypass their primary purpose.
Cross-Origin Resource Sharing (CORS) - HTTP | MDN[
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