This library does not ship with monero_c libraries.
To use these bindings you have to bring your own monero_c libraries.
There are at least two ways to do so:

Ahead-of-time, during builds where you only ship necessary library for a given platform.
See monero-tui build workflow as an example of doing so.

import {
  loadMoneroDylib,
  Wallet,
  WalletManager,
} from "https://raw.githubusercontent.com/MrCyjaneK/monero_c/master/impls/monero.ts/mod.ts";

// Try to load dylib from the default lib/* path
// You can also use loadWowneroDylib for Wownero
loadMoneroDylib();

const wm = await WalletManager.new();
const wallet = await wm.createWallet("./my_wallet", "password");

console.log(await wallet.address());

await wallet.store();

Just-in-time, where you download and cache the library at runtime.
You can use something like plug to achieve the result.

import { dlopen } from "jsr:@denosaurs/plug";
// It's recommened to put the monero.ts github link into your import_map to reduce the url clutter
import { loadMoneroDylib, symbols, Wallet, WalletManager } from "https://raw.githubusercontent.com/MrCyjaneK/monero_c/master/impls/monero.ts/mod.ts";

// Load dylib loaded by plug
const lib = await dlopen(..., symbols);
loadMoneroDylib(lib);

const wm = await WalletManager.new();
const wallet = await wm.createWallet("./my_wallet", "password");

console.log(await wallet.address());

await wallet.store();