With the SPFx RC0 and the SPComponentLoader class from the sp-loader module, I failed to load some specific scripts (some scripts are working and some others not). The same scripts was correctly loaded with the Drop 6.
For example with this code:
import { SPComponentLoader } from '@microsoft/sp-loader';
..
var ckEditorCdn: string = '//cdn.ckeditor.com/4.5.11/full/ckeditor.js';
SPComponentLoader.loadScript(ckEditorCdn, 'CKEDITOR').then((CKEDITOR: any): void => {
...
});
The script fails to load with the following error:
VM4757:4 - Uncaught (in promise) Error:
Error loading https://cdn.ckeditor.com/4.5.11/full/ckeditor.js

@OlivierCC : Add your script inside external section in package. json file
and call it in to your webpart file using import/require(' ').
It will work.
Thanks @vbartari, but the problem is that the import/require method in RC0 has also bugs with loading from CDN (https://github.com/SharePoint/sp-dev-docs/issues/336). I can also include external scripts directly in the buddle but I preffer really to use external CDN.
In RC0 the signature of the loadScript method has changed. So instead of using SPComponentLoader.loadScript(ckEditorCdn, 'CKEDITOR') you should use SPComponentLoader.loadScript(ckEditorCdn, { globalExportsName: 'CKEDITOR' }).
Here are some notes on require/SPCOmponentLoader from @nickpape-msft
There are a couple differences between the 2 methods:
Require
• This method should work:
o Regardless of where your script is located: A CDN, your node_modules, or your src/ folder.
o Regardless of whether your script is an AMD module or not (use globalName)
o Regardless of whether you want the script bundled or not.
• You automatically get better TypeScript support around typings
• This means the resource is loaded when loading the bundle. [Due to webpack: the resource is listed at the top of the bundle in the define() statement].. You might not want this in every case (such as if you want to load something only in edit mode).
• The resource, if it is not pointed at a qualified URL in the config.json, will be pulled into the build system (e.g. it will be in the dist/ folder after a successful build). If it is bundled, the code will be in the bundle. If it is not bundled, there will be a separate file in the dist folder. Essentially, using require allows the build system to know about the resource.
SPComponentLoader
• You don’t want the script loaded when the WebPart is loaded (perhaps you want to wait until the webpart is in edit mode).
• The path to the resource may change (imagine that you might want to load one of 3 scripts, and that changes based on user input).
• You are having issues with require for one reason or another.
@waldekmastykarz thanks a lot that's working now with the good signature of the loadscript method !!
@patmill thanks a lot for this complete explanation, very very usefull.
I'm closing the bug. Thanks a lot for your help.
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Most helpful comment
Thanks @vbartari, but the problem is that the import/require method in RC0 has also bugs with loading from CDN (https://github.com/SharePoint/sp-dev-docs/issues/336). I can also include external scripts directly in the buddle but I preffer really to use external CDN.