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The field's true field label will never actually be seen on the survey/instrument. It is recommended to add a Field Label even if the field is being embedded because the label will still be needed when viewing a report.
Additional Considerations
Field embedding will not work across instruments but ONLY on the current instrument/survey being viewed. If on a multi-page survey, then the embedded field must be on the same survey page as its host field.
The field must exist first before it can be embedded elsewhere.
A field cannot be embedded inside itself (i.e., in its own Field Label), and a field cannot be embedded in another field's Field Label or Field Note if that field is also embedded elsewhere.
Field embedding does NOT work in the REDCap Mobile App