The assemblyName argument can be one of many types:
Simple.Assembly
Simple.Assembly, Version=...., etc. (a full display name)
SimpleAssembly.dll
c:\path\to\SimpleAssembly.dll
http://url/to/SimpleAssembly.dll
Can return null or throw on failure.
TypeLoader Class | Wolfram.NETLink Namespace | TypeLoader.LoadAssembly Overload List