Certificate Manager authorities are administered using the step CLI command. To connect your local client with the hosted Authority, you need to bootstrap into the PKI. Run the following command, substituting the values from your Authority's properties:
step ca bootstrap --ca-url [YOUR CA URL] \ --fingerprint [YOUR AUTHORITY FINGERPRINT]
(You can always find this command on the Quick Actions section on your authority page.)
This command will download the CA Root certificate and configure your local step client to interact with the Authority.
If desired, you can also use the step CLI to install the CA Root certificate to your system's trust-store.