Maybe it would help to better understand your particular use case.
React generally depends upon bundlers and transpilation, which means it’s not going to be able to easily include a file from outside its compilation environment as a component. And then never mind getting everything to be wired up correctly so that events work, state is properly handled, etc.
I’ll note that downloading and executing code off your server is generally not considered a great idea – there are a whole host of security risks in doing so. While UXP is sandboxed, there are definitely ways beyond accessing the file system that could harm your user should an attacker compromise the code you received from the server.
I’m going to assume a few things at this point, given the name of the component – I’m guessing this is a list of preferences, and that the list of preferences itself is often modified or generated from elsewhere, and you’re trying to re-use it. In this case, I’d suggest a more generic approach, and encode the settings layout as a JSON file that you could then use to re-construct everything in the UI.
It wouldn’t be horribly difficult to do so with a reasonably simple React component iterating over the fields in the JSON object and creating UI controls based on what’s inside. In fact, there’s probably a few re-usable React components that might already do that for you.
All of that to say that if that’s your use case, you don’t need to download actual code to get the desired functionality.