JavaScript:: using IF..ELSE by checking page URL

<script language="JavaScript">

The script tag does not have a property language anymore, that property is deprecated. You should use the property type instead. Also the correct value for that property would be text/javascript.

<!--

This is a relict from somewhere before all browsers could do JavaScript, please don't do it anymore.

function urlCheck() {

Nothing to say here. Except you should think about making it a habit to activate strict mode by default.

if(
window.location.href=="address to check"
)
{
/* some code to load */
}else{
document.write('<div>testing my super loaded div code sample</div>')
}
}

• Your indentation and use of whitespace is completely broken, fix it.
• I've never seen a single if which was split over three lines, fix it.
• You should not use == unless you know what it is doing. == performs casting as necessary to compare two values, while === compares their type and value.
• I'm not a fan of creating HTML-elements in a string (document.createElement()), but for sure the opinions differ on this one vividly.

urlCheck() /* autoLoadFunction */

I suggest you either write your code directly and don't wrap it in a function (because that does nothing if you're going to directly run it after declaring) like this:

<script type="text/javascript">
    if(window.location.href === "address to check") {
        // some code to load
    } else {
        document.write('<div>testing my super loaded div code sample</div>')
    }
</script>

Or run your code when the document is ready, by putting it at the end of the page (or use a framework which supports something like $(document).ready()):

<script type="text/javascript">
    urlCheck();
</script>

//-->

As I already said, that's a relict, stop doing it.