How to load a javascript module in html

I receive an error whenever I import a library in my index.js file and try to use it in index.html file.

script tag in index.html: <script src="index.js" type="module"></script>

import statement in index.js: import axios from './node_modules/axios';

The error I receive:

*I am running the app on a local server, not on the file system.