According to What is Microsoft Power BI Embedded, data refresh is not supported:
Cached datasets can be used in Preview. However, you cannot refresh cached data once it has been loaded into Microsoft Power BI Embedded.
According to Connecting to a data source, only DirectQuery is supported:
With Power BI Embedded, you can embed reports into your own app. When you embed a Power BI report into your app, the report connects to the underlying data by importing a copy of the data or connecting directly to the data source using DirectQuery.
I believe Power BI Embedded has the same 250 MB limitation for import.