1

I am using this: https://api.stackexchange.com/docs/answers#page=3&order=desc&sort=activity&filter=default&site=stackoverflow
to get the response.

Is this the correct URI? I have specified the Auth Key.

2

Nope, that's the URL to the documentation, not the API endpoint itself. The correct one is

https://api.stackexchange.com/2.2/answers?page=3&order=desc&sort=activity&site=stackoverflow

and you can find it by clicking on the link in the Try It widget:

enter image description here

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