How can I check the http request caused by a line of code?

I downloaded a wordpress topic from the internet. when I used it, I found that the css files and js files of the topic are loaded from cdn acceleration. I want to load them locally. However, a css file is always loaded from cdn, and the code is not found by keyword search. {Code... I downloaded a wordpress topic from the internet. when I used it, I found that the css files and js files of the topic are loaded from cdn acceleration. I want to load them locally. However, a css file is always loaded from cdn, and the code is not found by keyword search.

In this case, how can we find out what is caused by that code?