This process applies only for the Apps that support embedding.

From the Tools tab in the App overview, click on the tab "Security".

In the field "Content Security Policy", enter the following line
frame-ancestors site.example.com;
This means that we have enabled the App to be embedded in the site: site.example.com

To embed the App in your preferred site, replace this: site.example.com
with your URL.
Info: Do not add: https://

You can also embed the App in multiple sites using this template:
frame-ancestors site1.example.com; site2.example.com; site3.example.com;

In the end, Click: Save

Additional info: Often on the site where you are planning to embed the App, you are required to edit the settings so that it is able to embed external softwares.

Additional info: In case if you are intending to embed an App in a Wordpress website via iFrame, this is a functional template code:
<iframe src="https://appname.danian.co" width="2000" height="2000" frameborder="0" allowfullscreen="allowfullscreen"></iframe>