The error message indicates that in the current directory the Python program did not find the file `data.json`. You either forgot to create a JSON file that can be loaded, or your file has a different name, or your file is in another directory. If your file is somewhere else you can also try using a so-called absolute path instead of a relative path to direct your program towards it. But since you are asking a very elementary question you may want to try the more beginner-friendly version of just putting the file in the same directory first.
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