New to APIs, quick question that is probably crazy dumb

Hi guys, I've been learning Python on my own accord since November and I've recently garnished some interest in pulling data from APIs. I've been using Codecademy to do this thus far, and the lessons I've been going through are going very well. I'm a huge Destiny fan so the first API I wanted to take a crack at outside of Codecademy lessons was this one. I found this community and think it's terrific. Do you need a specific program to run Python scripts legitimately outside of Codecademy? As Codecademy has served as my gateway to learning Python and how Python can be used with APIs, I've never gone outside of it before. I fear that I've missed some basic information, which is why I ask the question. I'm not entirely sure if all of the exercises on Codecademy have a sort of partnership with the APIs that are accessed through the lessons on the website, but when I try to access anything concerning the Destiny API, I can't seem to get through. I've got my API key, I've been checking the documentation, and I believe I'm using the correct endpoints. But so far, all of my status codes are returning as 403. It could be an extremely easy question to you guys, but as I'm learning, I figured I'd ask. Would I need to get software in order to run any scripts on the Destiny API?