Hi @MeleKoneya1 you can add IdentityManager the same way you would with a regular ArcGIS Maps SDK app, by importing the IdentityManager and creating your OAuthInfos.
The pattern for this can vary slightly depending on how you build your app.
For that CDN sample, I would do an AMD require or use the $arcgis.import like in this sample https://github.com/Esri/arcgis-maps-sdk-javascript-samples-beta/blob/main/packages/coding-components...
Note: $arcgis.import is a CDN only helper function you can use to Promisify AMD require calls.
In order for this to load before the components are loaded, I would do this work in a script tag after loading the maps sdk CDN, but before the arcgis-map-components CDN. I might even place the components CDN as the last tag of the body or add a defer attribute.
I haven't tried this in a single page CDN app, but one of these patterns should do the trick, if not, let us know,
In a built app, with vite or maybe another framework, you could run the IdentityManager and OAuthInfo code in an entry point file and before calling the defineCustomElements() method from the arcgis/map-components. A built app is a little easier to control the order of operations then in a CDN app, but it could be done.