You can do this easily by creating a script element dynamically and then either:

1) Listen for the load event on that element, or

2) Have the dynamic script call a function that is already loaded.

Here is an example of the first technique:

  let script = document.createElement( 'script' );
  script.addEventListener( 'load', () => {
      alert( 'three.js is loaded: ' + THREE );
  });
  script.src = 'https://ajax.googleapis.com/ajax/libs/threejs/r84/three.min.js';
  document.head.appendChild( script );