What is the purpose of using a mock ajax call in testing?

I'm learning about TDD React here and don't understand the below test situation:

it('Correctly updates the state after AJAX call in `componentDidMount` was made', (done) => {
  nock('https://api.github.com')
    .get('/users')
    .reply(200, [
      { 'name': 'Reign', 'age': 26 }
    ]);
  // Overwrite, so we can correctly reason about the count number
  // Don't want shared state
  wrapper = mount(<UsersListComponent />);
  setTimeout(function() {
    expect(wrapper.state().usersList).to.be.instanceof(Array);
    expect(wrapper.state().usersList.length).to.equal(1);
    expect(wrapper.state().usersList[0].name).to.equal('Reign');
    expect(wrapper.state().usersList[0].age).to.equal(26);
    nock.cleanAll();
    done();
  }, 1500);
});

What is the purpose of using nock to fake a request? This request doesn't do anything and I'm not sure where the response goes to. I thought TDD approach is to write the test (the code starting at wrapper), see it fail, and then use a real ajax call in the actual component to test. I don't see what nock does here.