You would need to do this on the landing page after login or use something like Joomlas message queue to show a message wherever your templates message queue outputs. During login is a PHP operation so it can't output anything directly.

To add to Joomlas message queue use a Code action and set Method to Message Queue. As for landing page best way to handle that is create a Joomla article, add whatever you like, then set the login redirect URL in your CB Login Module to that page.

What are you trying to load exactly? If you need this to happen during a login operation then you'll typically have to do this server side unless you absolutely need to execute client side code, which will have to be done on the landing page after they login.

You'll have to do that on the landing page somewhere that Joomla content prepare is supported then. A Joomla article for example. If you only need it to apply to their first login you could set the "First Login Redirect" parameter in CB > Configuration > Registration to your article with that in it.