Authentication problem

I do not fully understand How and in which cases should OAuth be used for authentication.
I want my application to have access to all the resources I can see by browsing manually on the website. Are those scores protected/private/public?
Do I need to request for anything else to have access to those scores other than consumer key and consumer secret (which I already received)?
I tried using the code posted on github (connect.py) with a consumer key and secret that was sent to me but I got to unauthorized page. What could be the problem?

Thanks in advance