There are ways to load new dependencies into a running REPL, depending on which tooling you are and how you started your REPL.
I use a branch of tools.deps.alpha with an add-lib function on it (per my deps.edn in my dot-clojure repo) but that code is being reworked and some form of it will end up in Clojure itself or in an updated version of tools.deps.alpha at some point.
There’s also a library called Pomegranate (which Leiningen uses) which provides a way to “hot load” new dependencies into your REPL.