For anything that doesn't have an npm package, you'll have to download the file and put it somewhere in your project - I'd recommend putting it in a directory called vendor or lib.
The import statement can use a relative path to the module you want to use, so it should be straightforward, e.g. if you put your third-party module in vendor/some-lib.js, you would import it with:
If you want to get fancy, you can use resolve.alias in your webpack config so that you never have to work out the relative path.
const path = require('path');
vendor: path.resolve(__dirname, 'vendor')