Where to add Http Response Header in code?

Question

I am still learning api calls, and currently receive an error regarding Cross Origin Resource Sharing - from origin 'null' has been blocked by CORS policy: Response to preflight request doesn't pass access control check: No 'Access-Control-Allow-Origin' header is present on the requested resource

to my vague understanding, this may be resolved by with "Http Response Header" Access-Control-Allow-Origin: http://example.com:8080

I am not quite sure how to do this.

with my current javascript being

function loadDoc() {
  var xhttp = new XMLHttpRequest();
  xhttp.onreadystatechange = function() {
    if (this.readyState == 4 && this.status == 200) {
      myFunction(this);
    }
  };
 xhttp.open("GET", "https://otherexample.com/", true);
  xhttp.setRequestHeader('Authorization','Basic Yhtghufhilahliviemiufhiaowi87975 ==');
   xhttp.send();
}

would my new code be

function loadDoc() {
  var xhttp = new XMLHttpRequest();
  xhttp.onreadystatechange = function() {
    if (this.readyState == 4 && this.status == 200) {
      myFunction(this);
    }
  };
 xhttp.open("GET", "https://otherexample.com/", true);
xhttp.setRequestHeader('Access-Control-Allow-Origin','http:example.com:8080')
  xhttp.setRequestHeader('Authorization','Basic Yhtghufhilahliviemiufhiaowi87975 ==');
   xhttp.send();
}

i have tried this but doesn't seem to work.