I managed to use the library adding at the beginning of the App component in a useEffect call, like this:
const scriptCrayons = document.createElement( "script" );
scriptCrayons.src =
"https://unpkg.com/@freshworks/crayons/dist/crayons/crayons.js";
scriptCrayons.defer = true;
document.head.appendChild( scriptCrayons );
As was suggested by @velmurugan in another topic