Can I use Sourcerer to load a javascript file that is on another server, eg
cdn.datatables.net/2.2.2/js/dataTables.js
and if so, what is the format for the code as I am using
Check you html output to see if the <script> tag is there as it should be.
If so, Sourcerer is doing what it should.
Check your browser console to see why the js file is not being loaded. Whatever that reason, is outside the responsibility of Sourcerer.