I am not sure what version is used on the site you are looking at but with OData 4 on IIS
(what I am working with) the setup is that you will require authorization to access most things.
this is often done with a Json Web Token but may be done in other ways.
ok took a look and this is the older xml and data services stuff, but the same idea applies that you need to do some kind of login and the site may need to grant your login a role that allows you to access the endpoint.
if he was showing it in a demo he may not be inviting everyone to go there.
he probably did a login with an account that is authorized.