Generate an APIToken in Okta

Go to Security > API > Tokens > Create Token to create a use based API Token

Create Data Source

Create a Data Source of type URL/REST with the following parameters to access the users endpoint for example.

URL

https://{yourOktaDomian}/api/v1/users
CODE

Custom Auth Header

Key: Authroization

Value: SSWS {APIToken}

The Data Source should look similar to the following screenshot and be usable now