从其他域加载jQuery

i want to load domain https://api.jqueryui.com/dialog/ with load function or $.ajax function but this give me error :

Access to XMLHttpRequest at 'https://api.jqueryui.com/dialog/' from origin 'null' has been blocked by CORS policy: Response to preflight request doesn't pass access control check: No 'Access-Control-Allow-Origin' header is present on the requested resource.

here my code:

$("body").load('https://api.jqueryui.com/dialog/');

also tryed this code:

    $.ajax({
        xhrFields: {
            withCredentials: true
        },
        headers:{
            "Access-Control-Allow-Origin": "*"
        },
        crossDomain: true,
        type: "GET",
        url: "https://api.jqueryui.com/dialog/",
    }).done(function (data) {
        $('body').append(data);
    });