User reporting based on REST APIs

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I'd need to do user reporting from the RH-SSO. At the moment all the users are in one realm with some data from our master data repository.
I would assume I could do the user reporting incl users' last access dates via rest apis and then visualize the data in e.g. Excel or PowerBI.
I'm struggling to connect to the APIs even though I should have the proper access rights in place. How this connectivity should happen?
Also other suggestions on how to implement the reporting would be welcomed.