Defining "Embedding Artwork"

Long time registered user, first time poster here. I'm a little confused about the definition of "embedded artwork." I tend to download covers from the MP3Tag links and "save" them along with whatever changes I make to the other tag fields. Does that count as "embedding?" I've played several songs by double-clicking on them so they open in VLC, and the artwork appears as the track plays. I have a new Sony hi-res player on the way, and I understand that it will only display "embedded artwork." I've searched for topics with "embedded," but the results don't pinpoint my question. Thanks for reading!

Covers, that are part of the metadata, are embedded covers.
Some players show external pictures from the file system, others search the web and store the pictures in a player-specific database. These covers would not be embedded.
So as far as I can tell: you embed the artwork.

You can press ALT + T (Menu View -> Extended Tags) on a song you want to check. If you see the cover in the higher right corner, you have embedded the artwork into your song.
The advantage: When you move such a song, the cover is always part of your file (because the artwork picture is part of your metadata inside your file).