Javascript libraries included, called when needed?

Knowing a little bit more about javascript libraries now, at least I’ve looked at quite a few.
MODx uses the js libraries mostly in the widgets or where else then
Are the prototype js files included into a page when needed, are they just linked in the head of the page like other static pages.

Can other JS libraries be incorporated?
jQuery’s got some lightweight files and also a plugin type structure that looks interesting for one.
Are there local demo files for what’s being done with js libraries, or some documentation to get me rolling on that.