I looked at a few official Samples and found that most of them write all UI components in MainWindow.xaml, and then use the Visibility property to control the display and hiding.

I'd like to ask if there's a way to load UI parts on demand, such as creating which UI part needs to be displayed, and destroying it when it's closed.

Or which plan do you recommend?

You can manually load XAMLs and add them dynamically to your root container. This way you can split a XAML into several pieces.

This Layered sample also exposes a more advanced way for UI organization using DataTemplate and UserControl.

The example is GREAT, thank you very much!