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Hi Adula,
If you want the self-hosted Integration Runtime (SHIR) to access services on the same machine, local machine access needs to be enabled on the SHIR node.
Open Command Prompt as Administrator on the SHIR machine and run:
dmgcmd.exe -EnableLocalMachineAccess
This enables access to localhost and the machine's private IP. Microsoft notes that in a multi-node SHIR setup, you need to run it on each node.
Also check the Integration Runtime service account. By default it runs as NT SERVICE\DIAHostService, so that account must have the required permissions on the local resource you are trying to access.
If by "local machine access" you mean accessing a local folder, that is a separate security setting. You may need to review the SHIR local folder path validation setting rather than only enabling local machine network access.