Documentation

PHP

Most popular language is placed most popular on top. There are two ways I'll show you: native and by using Guzzle library. First let's see how to get all matches of the 22th matchday of the Premiere League by firing an authenticated request:
<?php
    $uri = 'http://api.football-data.org/v2/competitions/PL/matches/?matchday=22';
    $reqPrefs['http']['method'] = 'GET';
    $reqPrefs['http']['header'] = 'X-Auth-Token: YOUR_API_TOKEN';
    $stream_context = stream_context_create($reqPrefs);
    $response = file_get_contents($uri, false, $stream_context);
    $matches = json_decode($response);
?>

Though I like the puristic nature of this code, I think using a sophisticated library is way more convient. Assuming you have installed Guzzle via composer you can assemble an authenticated request like so:

<?php
    require 'vendor/autoload.php';
    use GuzzleHttp\Client;
    $client = new Client();

    $uri = 'http://api.football-data.org/v2/competitions/BL1/standings';
    $header = array('headers' => array('X-Auth-Token' => 'YOUR_API_TOKEN'));
    $response = $client->get($uri, $header);
    $json = $response->json();
?>

Python

Firing a small authenticated request using Python 3 looks like so:
import http.client
import json

connection = http.client.HTTPConnection('api.football-data.org')
headers = { 'X-Auth-Token': 'YOUR_API_TOKEN' }
connection.request('GET', '/v2/competitions/DED', None, headers )
response = json.loads(connection.getresponse().read().decode())

print (response)

R

R is a programming language specifically for statistical purposes. that code sample:
install.packages("httr")
library("httr")

matches = GET("https://api.football-data.org/v2/competitions",
              add_headers("X-Auth-Token"="YOUR_TOKEN")
          )
          
content(a)