You never have to use standard JavaScript to load files, but it's good to know how it works. It's much, much simpler to load files using the JQuery library (Examples/example-10-ajax-jquery.html):
$.ajax({
url: 'Data/sample.csv',
success: function(text){
parse(text)
}
});
You can also load and parse JSON files in a single step using JQuery:
$.getJSON('/Data/sample.json', function(object) {
// use the JavaScript object
}