You can find the general documentation at https://github.com/CiviMRF/documentation.
In the latest versions of CiviCRM, the endpoint https://my-civi.org/sites/all/modules/civicrm/extern/rest.php is not supported anymore. It is replaced by a new extension AuthX that provides a lot of different authentication options. The CurlAuthX connector uses just one of them.
The AuthX does not have a graphical interface (yet). You can configure it with the cv utility.
- enable the new authx extension
cv ext:enable authx - choose the authentication method
cv ev 'Civi::settings()->set("authx_xheader_cred",["api_key"]);' - make sitekey mandatory
cv ev 'Civi::settings()->set("authx_guards",["site_key"]);' - refresh the cache
cv flush