Here's an example C2 project - it should work fine in C3:
dropbox.com/scl/fi/80m1t5otp08cdxlbpenfz/ajaxArray.capx
You can check out the json structure under the file folder in the project bar. As piranha305 mentions, you need a specific json format in order to load it into an array.
EDIT: Sorry piranha305 - posted my reply without checking for any updates :-)
In C3, instead of using the On "wave" completed condition, you can add a "wait for previous actions" action under the AJAX request action and then Load ar_HelliWave from AJAX.LastData straight after that.