Many JS libraries are available through "Content Delivery Networks" or CDNs. These can be used to add libraries to your project without having to include the files in your own distribution - they are loaded by the client at runtime, reducing the size of your app that has to be served up by your own hosting service and potentially increasing performance by having the libraries loaded from a server that is closer to where the client app is running. For example, an earlier posting in this thread describes how to add the Font Awesome library to your project using the JSDelivr CDN.
Just keep in mind, when using a CDN, that the library is managed by someone else which introduces some trade-offs. If you link to the "latest" version of the library, it may be updated with breaking changes that may adversely impact your app. If you instead link to a static version, you might not get the benefit of security updates that may also adversely impact your app, just as if you hosted a copy of the library yourself.
How you use the actual JS library is of course dependent on what the JS library does. Some libraries are discussed in detail elsewhere in this Support Center forum including examples and tips on getting the most of the library within the TMS Web Core environment.
Are you using a library that isn't already included in TMS Web Core? Or do you have questions about how to integrate a library you're interested in? Would be interesting to see what libaries are used most by TMS Web Core users. At the moment, I've got more than a dozen in my project. The usual suspects are there like Font Awesome, Bootstrap and JQuery. But I've also been using popular libraries like Tabulator, CodeMirror, FlatPickr, SunEditor, Toastr, File-Save, PrintJS and others.