Can I use third party library like Axios in Visualforce lightning components?
You can make an HTTP request directly from the lightning component or by using any library. But sometimes you will may to use the Apex for calling third-party web APIs.
By default, you can’t make calls to third-party APIs from client-side code. Add a remote site as a CSP Trusted Site to allow client-side component code to load assets from and make API requests to that site’s domain.
Link to the documentation - enter link description here