You can include the client bundle from a CDN:
<script src="https://cdn.socket.io/3.1.3/socket.io.min.js" integrity="sha384-cPwlPLvBTa3sKAgddT6krw0cJat7egBga3DJepJyrLl4Q9/5WLra3rrnMcyTyOnh" crossorigin="anonymous"></script>
Socket.IO is also available from other CDN:
cdnjs: https://cdnjs.cloudflare.com/ajax/libs/socket.io/3.1.3/socket.io.min.js
jsDelivr: https://cdn.jsdelivr.net/npm/socket.io-client@3.1.3/dist/socket.io.min.js
unpkg: https://unpkg.com/socket.io-client@3.1.3/dist/socket.io.min.js