Teiid Embedded is raw Teiid jars for use in any Java 8+ JRE application. WildFly nor any application server is not required. This feature is still evolving and is only for highly custom scenarios. Please consult the source examples and even unit tests utilizing the EmbeddedServer for a more complete guide as to its use.
See The Embedded Examples for how to integrate multiple, heterogeneous data stores and enterprise services in a light-weight way.
Note that Teiid Embedded is intended for highly customized usage of Teiid or for use in unsupported platforms. Please check out Teiid Spring Boot and Teiid Thorntail Examples for existing platform support.