The example also doesn't give an example of a working request to make from the data action test action.
Do I need to set up an API gateway to get a URL to test? What's an example request body from the example Lambda?
Edit: No it doesn't need an API gateway (IAM with Trust Relationship).
Edit2: For the documentation/example folks, if you're reading this... the Lambda from the example also doesn't work. I had to modify to get it going. It seems to expect a URI variable to be passed in, which isn't in the schema. The example is probably needlessly complex and could just return a hello world and/or parrot back a variable one could test in a callflow somewhere. Also ARN of the Lambda should be marked up/commented/added to the doco to remind the user to update it with their Lambda ARN info. Finally, if the lambda fails it should return a valid response that passes the output schema. As it is currently it hits the fail block and also fails the schema validation for the output.