“Error: No QueryClient set, use QueryClientProvider to set one”

As the error suggests, you need to wrap your application in a QueryClientProvider. This is on the first page of the docs:

import { QueryClient, QueryClientProvider, useQuery } from 'react-query'

const queryClient = new QueryClient()

export default function App() {
   return (
     <QueryClientProvider client={queryClient}>
       <Example />
     </QueryClientProvider>
   )
}