Unfortunately, embedding items from other websites isn’t directly available by WordPress. Plug-ins, or features made by third-parties, are required to make it happen. I have added a plug-in that will allow you to add embedded objects from sites such as Glogster, Voice Thread and others. See the attached image for a brief overview of how it is done.
Full instructions are from here: http://www.artiss.co.uk/simple-code-embed