An important note for those newer coders is that everything on http://enable-cors.org/server.html assumes you have a server running. If you’re new, like I was originally, these type of answers don’t help.
If you’ve just made some code on your computer, CodePen, etc – you can’t configure this.
There’s an important difference between server-side and client-side scripting – your jquery is running on the client side (that is, the users computer / browser) and as such there’s no such thing as setting the headers there.
I finally started making progress with this issue when I set up my own server and my own PHP files (PHP is server-side, as such its processed on the server – not the browser) and was able to start making requests just fine.
Adding this for anyone who is being drowned in answers involving the "Header set Access-Control-Allow-Origin "*"
answer. It really frustrated me when I started as well.