Embedding a VoiceThread allows you to play a VoiceThread inline with other text on your website or blog. Users just have to click on the VoiceThread to play it. If they are signed into an account, they can record comments.
Please keep in mind that, if you want everyone to be able to see your VoiceThread, you'll need to specify in your Publishing Options that you want everyone to be able to view it. You can find more information about the Publishing Options here: http://voicethread.com/support/howto/Playback_and_Publishing/