Hello Stefan,
as far as I know. There is only one way to get asynchronous loading behavior in WD4J. At least in the SAP docs there are so called "Asynchronious Views" which can be integrated via "Application Container" --> Asynchronous Views - Developing Java Web Dynpro Applications - SAP Library.
Unfortunately there aren't any hints of how to use it. I was able to load an application in this container but it did not load asynchronous... So i opened a product error but SAP just told me that i'm using it wrong but did not tell me how to use it the right way... they said this would be an consulting issue and not a product error 
. Best strategy ever... introduce an feature but tell no one how to use it so you can get money for consulting 
. Maybe you have better luck than i had.
Regards,
Tobias