Should I install the package or use the CDN?

I'd recommend using CDN when you're just playing around. It's quick & cheap way to experiment but rely on packaging when you're deploying to something of importance (i.e. in production).

Packaging gives you dependency management, source control, static checks / analysis. If the cost of hosting the CDN is too high, then roll your own (or use of them CDN as service tools).

If you're in the corporate world, in either case you'll have to worry a lot more about licensing, source code correctness, security and accessibility of code / CDN.

It depends, there are many solutions to this.

You could create your own CDN (makes sense if you're not using HTTP/2)
You could use the provided CDN (please use a subresource integrity check)
You could combine the assets using a build system and serve that file (I recommend using some kind of cache busting and cache that big file locally)

Or just install the dependencies and serve them directly, it all depends how much effort you want to put into this and what you think it's gonna be valuable for you.

As in most cases the answer is: It depends.

Even though CDNs are made to be reliable. It is a resource you have no control over. Maybe they will clean up the content after a while and remove (little used) resources. Maybe the CDN is blocked for the users. etc.

So, it depends:

• how quickly can you adept your program to resolve CDN related issues
• are there network accessibility constraints (think: corporate networks)

The company I work for makes so called enterprise software. So I have made it a rule to not use CDNs for anything we can host ourselves.

But for personal projects or PoCs I often do use CDNs. But once I start approaching shippable products I try to in-source the resources as much as possible.