I get a 401 error.
I think it's because the section is out of date.
There are different URL's for different regions, and it seems the API key needs to be used with the right URL. On the screen where you get your API key it will show the URL for you to use. Replace the start of the URL used in the course to the URL you are given.
You can see the various URL's at the top of this page: https://westus.dev.cognitive.microsoft.com/docs/services/TextAnalytics.V2.0/operations/56f30ceeeda5650db055a3c9