Not documented anywhere yet (thanks for the reminder), but you can actually do this today by adding this in the Custom Javascript field:
// src: https://some.kind.of/library.js
That’ll import whatever URL you enter. It doesn’t import that into the <head> but rather the end of the <body>, before any custom JS. Let me know if it needs to be in the <head> for what you’re doing, and we can take a look at the potential impact of changing that.