Just in case someone is wondering, I managed to get a solution:
I put the js library in the same folder as the .mlapp file. Then it worked perfectly. The reason is actually that I wanted to get LaTeX text into the App Designer.
Now, using MathJax.js (mathjax.org) one is able to get LaTeX style equations in App Designer. I used the npm package manager to get the MathJax JS library on my computer and copied the es5 folder into my folder mentioned above. Then the MathJax has access to all its references and it works. Probably there exists a nicer solution but for a workaround to get nice LaTeX equations it works!
