In theory, yes, it is possible to load an FBX file at runtime. In reality, FBX is designed to be an interchange format for graphics applications not a runtime engine format, which is why we don’t have support for loading them in the engine.
To see how models are loaded. Take a look at resources_model.js and parser_jsonmodel.js in the github repo. Currently the JSON format is the only format we support, but if you write a new parser you could patch it into the model resource loader and load from any format you like.