You are obviously using an older template.
As the error message says, this geometry was moved from the core to the example directory. You can reach it with the given path.
This is similar to the text geometry.
In BeginnerExample you can see that at the beginning.
// step 0: three.js project setup - (import modules), scene, camera, renderer, clock, light ...
import * as THREE from "https://threejs.org/build/three.module.js"; // imports only with <script type="module">
// Note: no THREE. in front of the name when using the modules!
import { OrbitControls } from "https://threejs.org/examples/jsm/controls/OrbitControls.js"; // for all steps
import { GLTFLoader } from "https://threejs.org/examples/jsm/loaders/GLTFLoader.js"; // to step 03
import { FontLoader } from 'https://threejs.org/examples/jsm/loaders/FontLoader.js'; // to step 11
import { TextGeometry } from 'https://threejs.org/examples/jsm/geometries/TextGeometry.js'; // to step 11
You can find the example in the collection .
Good luck. 