I'm not familiar with the Laravel 8 + Jetstream scaffolding because our applications are still running Laravel 6 (yes we will upgrade soon :P), but for Laravel 6, I know axios headers are set in the bootsrap.js file. This is probably not the case in the project you downloaded.
/**
* We'll load the axios HTTP library which allows us to easily issue requests
* to our Laravel back-end. This library automatically handles sending the
* CSRF token as a header based on the value of the "XSRF" token cookie.
*/
window.axios = require('axios');
window.axios.defaults.headers.common['X-Requested-With'] = 'XMLHttpRequest';
/**
* Next we will register the CSRF Token as a common header with Axios so that
* all outgoing HTTP requests automatically have it attached. This is just
* a simple convenience so we don't have to attach every token manually.
*/
let token = document.head.querySelector('meta[name="csrf-token"]');
if (token) {
window.axios.defaults.headers.common['X-CSRF-TOKEN'] = token.content;
} else {
console.error('CSRF token not found: https://laravel.com/docs/csrf#csrf-x-csrf-token');
}