How to make HTTP request (to query json data/API) on Excel for Mac OSX

I am new to using VBA inside of Excel. I want to query some data to populate in on my excel worksheet (table).
However, in many tutorials (code sample) I have found online, I am missing so library/dependency. Here is a code sample where I have Can't find project or library for Dim req As New MSXML2.XMLHTTP60 error when I run it.

Sub BasicGETRequest()

    Dim req As New MSXML2.XMLHTTP60
    Dim reqURL As String
    
    reqURL = "https://www.wiseowl.co.uk/vba-macros/videos/vba-scrape-websites/"
    
    req.Open "GET", reqURL, False
    
    req.Send
    
    If req.Status <> 200 Then
        MsgBox req.Status & " - " & req.statusText
        Exit Sub
    End If
    
    'Debug.Print req.responseText
    'ParseWiseOwlVideos req.responseText
    SaveHTMFile req.responseText
    
End Sub

The excel version I am using: Version 16.40 (20081000).
My Mac OS version: macOS Catalina.