It would be impossible to load an external library without writing custom firmware unless that external library already conforms to the Firmata protocol. Most libraries do not (there is really no reason to) so you have to write a wrapper to make it conform to the protocol (wrapping the sysex send and receive methods of the Arduino Firmata library). You then need to add support to the client side (JavaScript) code as well.

That said, there is work being done to make adding custom features easier: https://github.com/firmata/arduino/tree/configurable/examples/ConfigurableFirmata. ConfigurableFirmata is like a plugin system for Firmata that makes it easier to mix and match custom and standard features. You would still have to wrap an external library using the proper Firmata methods.