Sitecore OrderCloud Catalyst - App Settings not configured

When you start to work locally with Sitecore OrderCloud Catalyst Examples Visual Studio solution, the first thing, you do, is clone the repo:
The solution structure looks as follows:

When you start the application in IIS Express mode, you can see this error:

An error occurred while starting the application.
Exception: App settings not configured. Pass an Azure Config connection string into CreateWebHostBuilder().

Catalyst.Api.Program.Main(string[] args) in Program.cs, line 24

Here comes the solution:

You have to open the project in Visual Studio and add the connection string as an environment variable in a new debug profile or in an existing one. You can do this by right clicking the WebApi project and go to Properties > Debug > New > Environment Variables. Use APP_CONFIG_CONNECTION as the key.
The connection string have to be pointed to Azure App Configuration. If you already installed OrderCloud Headstart, you can use Azure App Configuration from there or create a new one from scratch.

Connection string you have to copy from Primary key section.

In my case I used App Configuration from the OrderCloud Headstart Setup and it looks like this:

On the screenshot below you can see how the Catalyst.Api project Debug properties should look like:

Once everything is configured as was mentioned above, you can select in Visual Studio Catalyst.Api in the appropriative dropdowns and run the application. 

As a result, you should be able to run the application without the exception:

I hope it will save time for people who will be blocked with this issue!