For some reason, there is no easy out-of-the-box way to do that. On the internet, there is a small library, but it depends on JQuery and I think it is insane to load JQuery on top of THREE.js just to load a couple of files. Therefore, I wrote a function to do that using the THREE.js integrated generic loader function.
This is just a convoluted asynchronous function to load the vertex and fragment shader file. Posting this here for future reference.