I have figured it out. FYI for anyone else who is new and wants to know. Firstly, I didn’t realise that embeds were not allowed on the free account. I upgraded my account yesterday, and since then I have been able to insert Adobe Captivate in a similar way to Wordpress. So, for basic level of embedding or inserting Adobe Captivate I use a code like this:
<iframe width="560" height="315" src="YOUR-EMBED-SOURCE-URL" frameborder="0" allow="accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
I suppose in WP, there are now so dedicated plugins just for Captivate embedding. On the negative side, with so many plugins, my site was getting very bloated.
There may be better methods of inserting Captivate into WF. However, I have basic knowledge in this, so an expert may be able to advise better. Thanks.