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
 }