You need to provide your API key into HolidayAPI_IS Site Properties.

You can change on HolidayAPI_CS Site properties if the web services calls requires users to be logged in.

You need to create each country before you request data for it. It uses the 2 digit code from this list: https://holidayapi.com/countries

The functionalities for States and Provinces are not done because it wasn't making sense in the Portuguese case (the city holidays were considered state holidays).