You can download and install the 3rd party libraries via Node Package Manager (NPM) from the command line of Visual Studio Code, assuming you use VSC for building your widget. I for instance installed a React Google Maps library like this:
npm install @react-google-maps/api
Once it is installed, use import statements in your components to get access to all the right resources from the 3rd party library.
import React, {Component} from "react";
import {ObjectItem,ListValue, ListActionValue, ListAttributeValue,ValueStatus} from "mendix";
import {
DrawingManager,
GoogleMap,
LoadScriptNext
} from "@react-google-maps/api";