The embedding framework covered in this workshop can be setup via CloudFormation.
This will come in handy if you want to quickly setup a sample embedded dashboard.

Launch CloudFormation

Running this CloudFormation stack is pretty much self explanatory.
After stack creation is complete, Copy the first url from outputs tab and whitelist it in QuickSight. Steps available here
After that, try launching the second url from a private browser window.

You need to share dashboards with the user/group from QuickSight dashboard’s share option. Be sure to pick the user/group with the correct suffix in case you ran this stack multiple times with different suffixes.

QuickSight users and group are created at run time outside of this CloudFormation stack. Also, as you add more users to Cognito, they will get registered into QuickSight when they first login. So, be sure to cleanup the users and groups in QuickSight manually if you decide to delete this stack. You can use following APIs for the same.
delete_user / delete_user_by_principal_id