Photon Server demo on WebGL - Connect failed

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Hi!

I have this error when I'm trying to connect to Photon using my AppID:
Connect failed. SocketImplementationConfig is null for protocol WebSocketSecure

I downloaded the Unity Client SDK from here: https://www.photonengine.com/en/OnPremise/Download.
I opened the "demo-turnbased-memory" and change the Unity platform to WebGL.
And then, when I try to run the demo, the error showed on console.

Probably I'm missing a small configuration on my project.

Can you please help me with this?

Thanks!