Not all browsers support it. My main one (Pale Moon) results in the following error message:
Error
The following features required to run Godot projects on the Web are missing:
Fetch - Check web browser version
Cross Origin Isolation - Check web server configuration (send correct headers)
EDIT: And, my secondary one (Brave) gets a bit further, but then gets stuck forever on an endless loading wheel. No error message for this, sadly.