Is it possible to incorporate Copilot functionality into Power BI Embedded?

Hi pablo_schor
Yes, it is possible to embed Copilot functionality and build the Power BI report dynamically, embedding it into your application through APIs.

There are two scenarios where this works-

1.User owns data A user embeds a report containing the narrative visual in a solution where users have to sign in. They need a license to sign in. 
This action is also known as embed for your organization. 
2.App owns data A customer embeds a narrative visual on a website where users visit, and don't need to sign in. Also known as embed for your customer's application.

You can refer a detailed document on how to embed Copilot functionality using this link-

https://learn.microsoft.com/en-us/power-bi/create-reports/copilot-narrative-visual-embed-power-bi

Additionally you can even refer this solution solved in the community forum.

https://community.fabric.microsoft.com/t5/Service/Copilot-for-Power-BI-Embedded/m-p/4396764#M264501

This will help you get more clarity.
Thanks for reaching out.