Yep, LSP/FAS/VLX loads in the same way. You either use appload, it's built-in startup suite, load statements in acaddoc.lsp/mnl, autoload statements in acaddoc.lsp/mnl, or many other methods. You can even add vl-load-all in acad.lsp (instead of load in acaddoc.lsp) if you think that would make it more efficient, but I doubt if you'd notice much difference.
Just note: the load & autoload statements check for the filename. If not found then checks for the filename with a VLX extension, then FAS then LSP. So say you've got a MyFuncs.VLX., you would get the same result with both of the following lines:(load "MyFuncs.VLX")
(load "MyFuncs")
Though the 2nd line is slightly less efficient, I prefer it since it allows for more options.
Say you're working on your codes and they're still in LSP files because you're editing them. Once you are finished you can simply compile your LSP into FAS or VLX and it would work as before, just using the compiled versions instead. If you added the 1st type of line however, you'd need to modify to now use the VLX instead of the LSP - otherwise the LSP would still be loaded and you'd not benefit from the compiling optimizations.
So if I could give you advise: use the load or autoload idea in either your acaddoc.lsp (a file you probably need to create yourself) or in a MNL file named the same as your own CUI - it would load each time your own menu setup is loaded. AFAICT it is the easiest way to ensure the correct stuff loads, even on new installations and other PCs. The Appload suite is a bit more tricky to setup for multiple places, making it difficult to administer.