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Connecting to Wordpress site with Auth0 authentication and React SPA

So I’ve got a WordPress site that I’ve changed to Auth0 authentication using the Auth0 plugin.
The site has a REST API which requires a logged in user in order to have access.

Now I’d like to be make requests to that API from a React SPA.
I’ve downloaded the Auth0 React SPA template and set it up so that it’s logging into the same Auth0 Application. However after logging in using my Auth0 admin credentials if I then make an XMLHttpRequest I still get a 401 error.

Do I need to pass an authorization token across with with the XMLHttpRequest despite being logged in already in the SPA?

Is what I’m trying to do possible?

Yes, it is possible.