Sorry, you’ll also have to preload a material file since those are not embedded in the model files, either. And the loader has to search through multiple folders in order to find the parts so you’ll see some failures in the network tab but the pieces should still be found.
Here’s a link to a list of parts on github that has a few lines on how to prep the materials and parts in the README:
const loader = new LDrawLoader();
loader.setPartsLibraryPath( 'https://raw.githubusercontent.com/gkjohnson/ldraw-parts-library/master/complete/ldraw/' );
await loader.preloadMaterials( 'https://raw.githubusercontent.com/gkjohnson/ldraw-parts-library/master/colors/ldcfgalt.ldr' );
loader.load( 'https://raw.githubusercontent.com/gkjohnson/ldraw-parts-library/master/complete/ldraw/10030-1%20-%20Imperial%20Star%20Destroyer%20-%20UCS.mpd' );