WebCore Grid Population Using XData without Aurelius

I created an XData Server which provides data to developers in other environments. I will not be using Aurelius but want to create a Web Core Application.

I can access the test data using:
https://services.mycompany.com/xdata/AlphaService/ReturnList

Which returns:
{
"value".: [
{"ReturnNo":650990020,"FormCode":1740,"TaxYear":2022,"TaxFiling":"A","DueDate":"2022-03-01T00:00:00","Status":"Delinquent"},
{"ReturnNo":657592755,"FormCode":1321,"TaxYear":2022,"TaxFiling":"A","DueDate":"2022-06-01T00:00:00","Status":"Delinquent"}]
}

I created a new Web Core Application and dropped the following components:
TXDataWebConnection
TXDataWebDataSet
TXDataWebSource
TWebDBGrid

I connected the components together and set the XDataWebConnection URL to https://services.mycompany.com/xdata/ and activated the connection. What do I need to do to display my data in the grid?

Thanks, Sidney