Once you have copied the proper code, you will want to create a new "rich text" box in LibGuides, and then paste the code into the editor. Since you are going to be pasting HTML code (and possibly Javascript) you want to be sure to paste the code into the "plain text" editor.
Also, if the embed code contains Javascript be sure to refresh the entire page after you have created your box, or else the JS code may not exectute properly.