You can read about features and using Embedded server at "Using Embedded Server" article.
When a value is assigned to this property, the MySqlConnection is closed.
When Embedded property is true, Direct property is ignored. You do not have to specify Host parameter for when working with Embedded server.
Embedded is not available under Compact Framework.
Target Platforms: Windows 7, Windows Vista SP1 or later, Windows XP SP3, Windows Server 2008 (Server Core not supported), Windows Server 2008 R2 (Server Core supported with SP1 or later), Windows Server 2003 SP2