You can't use arbitrary LaTeX packages with MathJax; they have to be converted to Javascript and integrated into the MathJax framework. The available packages are listed in the
documentation. As you can see, MathJax does not currently have an implementation of the siunitx package, though there is a third-party group that has been working on one that is close to completion. MathJax v4 (currently in beta release) has the
units package, which is not as sophisticated as siunitx, but may be of some help to you.