Gambit supports the R7RS module system and has a decentralized module system that can automatically download libraries from git repositories. Take a look at the "Libraries" section of the online REPL's tutorial for a few examples, or just type at the REPL:
> (module-whitelist-add! '(github.com/feeley))
> (import (github.com/feeley/roman demo))
This paper might be helpful if you want to know why it was designed that way:
https://www.iro.umontreal.ca/~feeley/papers/HamelFeeleyELS20...