Start here. This is the direct spoken answer to practice first.
Why this question matters
External integrations fail through protocol details and operational behavior that a mock returning one DTO does not exercise.
I keep the third-party call behind a narrow client and test our business logic with a fake client. Separately, I test the real HTTP client against a local stub server or controlled handler so requests, headers, serialization, status mapping, and cancellation are exercised. Those tests include success, rate limits, timeouts, malformed responses, and safe error handling.