Markdown supports HTML, so if you need to, say, embed a YouTube video, you can just copy and paste the embed code from them, drop it into a Markdown document, and you should be good to go. With YouTube specifically, there are other options. But in general, you don't need to do anything special to embed third-party media in Markdown.
You do need to do whatever is necessary for that particular service though. For example, on CodePen, you visit … Read article