I've only used Azure so don't have an example. A quick google didn't seem to be super helpful but it looks like there are a few video tutorials about it.
Basically you create a new request which connects to Okta and will retrieve a new bearer token. On the test tab of that request you have your set variable command which you tried above. Most likely this bearer token will have a timelimit of say 60 minutes so you will need to run it every time you want to test things, prior to running your OneStream request.
Then on your OneStream request you will populate your bearer token variable into the bearer token field.