Your local dev environment runs its own replica which doesn’t call out to the main network, so for now the solution is to deploy a version of the remote canister (or a mock canister with matching interface) locally and interact with that using the actor(“<canister_id>”) format.
Note it’ll get assigned a different canister id, shown in the terminal output when deploying, so you’ll need to use that id locally.
Some related details here:
https://forum.dfinity.org/t/calling-another-canisters-methods/473/5?u=ori
And
https://forum.dfinity.org/t/how-to-use-cowsay-project-in-my-project/6473/3?u=ori