I may be wrong but from my understanding, Space X does not have an official API.

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This is not a valid URL. What you have added is just a base URL. In order to get something from it, you will need to add a relative path like this. 
api.spacexdata.com/.../launches

"Not working" can mean so many things. Do you mind getting a bit more specific?

I am trying to learn this Tutorial: Build a Low-Code App and in the documentation it is asking to use spacex url as an example and the entire training is based out of that url. But that url seems to be not working and I am stuck. Unable to move forward in the training

Where you are entering this URL? In Connected system? In integration? What error do you get? any screenshots?

Already provided you the answer in the above reply