Hi John,
You may be working on a landing page if you don't see the embed options when you click the publish button. You can only see the embed options if you're working on a form. Since you're working on a landing page, the only option to embed it on a website is via the WordPress plugin. You can check this guide for reference:
https://help.convertkit.com/en/articles/2502610-wordpress-add-a-landing-page-to-your-domain27