A CDN ( acronym for Content Delivery Network ) library is often a single line of code proposed "generously" by an external service to let you link and embed a complex features, the easy way. A common example is Google Web Fonts:
Paste this line in the header of your website and 'tadaaa!', you can use the font 'Lobster' to decorate all your texts. Easy, quick, efficient and fast to load. Merci Google. So, what's the problem?
... And I didn't had a CDN only for Google Web Font. I had also a CDN for Addthis (easy social-networks buttons), Gravatar (easy avatars), Font-awesome (easy icons), etc... As many, many website around!