That is an HTTP header. You would configure your webserver or webapp to send this header ideally. Perhaps in htaccess or PHP.
Alternatively you might be able to use
<head>...<meta http-equiv="Access-Control-Allow-Origin" content="*">...</head>
I do not know if that would work. Not all HTTP headers can be configured directly in the HTML.
This works as an alternative to many HTTP headers, but see @EricLaw's comment below. This particular header is different.
Caveat
This answer is strictly about how to set headers. I do not know anything about allowing cross domain requests.
About HTTP Headers
Every request and response has headers. The browser sends this to the webserver
GET /index.htm HTTP/1.1
Then the headers
Host: www.example.com
User-Agent: (Browser/OS name and version information)
.. Additional headers indicating supported compression types and content types and other info
Then the server sends a response
Content-type: text/html
Content-length: (number of bytes in file (optional))
Date: (server clock)
Server: (Webserver name and version information)
Additional headers can be configured for example Cache-Control
, it all depends on your language (PHP, CGI, Java, htaccess) and webserver (Apache, etc).