I usually have to copy it from a site that has one being used. I can never seem to find one on this site anywhere. I have no idea how to build on myself either.
Try it from this location. You will find the minified and unminified version of the lib: https://github.com/mrdoob/three.js/tree/master/build
I’ve updated the Bookshelf in reflection of this post.
Thanks fella(s) for your links.
I use this path https://threejs.org/build/three.min.js Easy to remember and quick to add.
Another way is three.js - Libraries - cdnjs - The #1 free and open source CDN built to make life easier for developers