On ark.intel.com we list a number of processors that have both a embedded and normal option (the normal socket, today it is socket 1155). For most people (lets say 98% of people who are getting a computer or building a computer) simply ignore that it says embedded it won't change anything for you. For the rare people who are looking for an embedded solution these are the processors that you would look at.
The best way to think about these embedded supports is to think of a gaming console that will have a fixed processor that you won't be able to change out; it is embedded onto the board.
So just ignore where it says embedded option since it won't matter for you.