You define a dataset in the Embeddable no-code builder by clicking the [+] in the Datasets section in the bottom right.
Datasets are how you load data into your components.
Datasets are simply:
And the filters on the datasets can be linked to variables (top right section of no-code builder) which, in turn, can be controlled by other components.
This allows you to easily add interactivity to your Embeddable dashboard: