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Following Steps will make working with External JavaScript libraries in Drupal 8 absolutely clear (including how to conditionally load it in specific pages):
Step 1: Place the JavaScript file in your theme or module inside a folder called js. After this step your folder structure must look like :
my-theme/js/my-script.js
Step 2: If your theme already has a my-theme.libraries.yml file open it, if not create it.
In Drupal 8 Libraries are simply collections of CSS or JS files bundled together under a uniquely identified library name.