I know there are so many explanations out there, but it still doesn't solve my current problem. 
Basically, I was using /sth and ``/sthElseto render into my index.html (which is/`) because one is post another one is comments, I did include the header in my server, but  but I still got an error says:
XMLHttpRequest cannot load file:///sth. Cross origin requests are only supported for protocol schemes: http, data, chrome, chrome-extension, https, chrome-extension-resource."
    //client jquery ajax
    function something(){
      $.ajax({
        method: 'GET',
        url: '/sth',
        headers: headers,
        success: function(data) {
          console.log(data);
        }
      });
    }
    function somethingElse(){
  $.ajax({
    method: 'GET',
    url: '/sthElse',
    success: function(data) {
      console.log('comment',data);
        }
      }
    }
  });
}
    // server express
    app.use(function(req, res, next) {
      res.header('Access-Control-Allow-Origin', 'example.com');
      res.header('Access-Control-Allow-Methods', 'GET,PUT,POST,DELETE');
      res.header('Access-Control-Allow-Headers', 'Content-Type');
      next();
    });
    app.get('/sth', function(request, response){
      var req = http.get(url+"posts", function(res){
        console.log('STATUS: ' + res.statusCode);
        console.log('HEADERS: ' + JSON.stringify(res.headers));
        var bodyChunks = [];
        res.on('data', function(chunk) {
          bodyChunks.push(chunk);
        })
        .on('end', function() {
          var body = Buffer.concat(bodyChunks);
          response.send(JSON.parse(body));
        })
      });
      req.on('error', function(e) {
        console.log('ERROR');
      });
    });
app.get('/sthElse', function(request, response){
  console.log('STATUSasdf: ' + response.statusCode);
  var req = http.get(url+'comments', function(res) {
    var bodyChunks = [];
    res.on('data', function (chunk) {
      bodyChunks.push(chunk);
    })
    .on('end', function() {
      console.log('this is bodychunks pre decription', bodyChunks);
      var body = Buffer.concat(bodyChunks);
      response.send(JSON.parse(body));
    })
  });
  req.on('error', function(e) {
    console.log('problem with request: ' + e.message);
  });
}); 
     
    