Is it possible to construct page dynamically with custom components which will be filled with some data that I request from server during the page load?
Do you mean something like below? You can check if the component data is set, and otherwise show a loader. Then load your data from server, and update the component state. You should use this.$setState to properly update the component data. If you just set it manually like this.serverData = data you have to call this.$update() to force update the component.
Thank you for your answer, but I need something different. After I thought about my problem I decided that I need to load HTML templates on demand, then compile them with Template7 and then populate them with data I retrieved from server.