I’m doing a course from the blog. In codepen I have to use react dom as well. iealeen is right also. Here’s a post from Chuck in 2019. Getting started with react on codepen - #2 by chuckadams
So in the js settings (the gear icon) you should link to react,react dom, and babel. Read the post I linked to.
It is interesting to note that playgrounds are just HTML form text boxes that through JS magic get built into a webpage presented in an i-frame. So you should set things in the settings (behind the gear icon) for every project then things get put in their proper places on final assembly.