Cross-origin resource sharing (CORS) is a mechanism that allows restricted resources (e.g. fonts) on a web page to be requested from another domain outside the domain from which the first resource was served. This is set on the server-side and there is nothing you can do from the client-side to change that setting, that is up to the server/API. There are some ways to get around it tho.
Sources : MDN - HTTP Access Control | Wiki - CORS
CORS is set server-side by supplying each request with additional headers which allow requests to be requested outside of the own domain, for example to your localhost. This is primarily set by the header:
Access-Control-Allow-Origin