Note that the curl request you showed is tailored for Xray on Jira server and from the screenshot you're showing, it seems that you're using Xray on Jira Cloud. That requires that you have a token that you need to obtain first of all using another request.
If you're doing it by "hand" (i.e. from the command line), you would need to so something like:
token=$(curl -H "Content-Type: application/json" -X POST --data @"cloud_auth.json" https://xray.cloud.xpand-it.com/api/v2/authenticate| tr -d '"')
curl -H "Content-Type: application/json" -X POST -H "Authorization: Bearer $token" --data @"report.json" https://xray.cloud.xpand-it.com/api/v2/import/execution/cucumber
My cloud_auth.json is something like:
{ "client_id": "215FFD69....","client_secret": "1c00f8f2c..." }
Please check in more detail the authentication API and the endpoint for importing cucumber results (there are two actually) in the cloud.