Embedding a widget in your website can be a little confusing since it is going to require you to interact with the HTML. It is also a little bit different depending on where you are trying to put it. My guess is you are wanting to embed it on a specific page and not in your header or footer/all pages. Here is what you do:
To add an app to a page or on your blog, copy the embed code.
Hopefully this helps. If you run into troubles let me know and I will be happy to help.