The act of incorporating actual pictures, videos or sound recordings or other media – as opposed to just links to them --  into your blog or website is known as 'embedding'.

You've almost certainly already seen examples of embedding. Go to any website where there's a video clip on the page, and you're looking at it in action. In other words, embedding is simply the act of inserting code into a web page or blog that puts the object right there on the page. This 'object' might be a video, a presentation, a document, a picture -- just about anything, in fact.