First you need to make sure the Jetpack plugin is activated and the shortcode module is turned on.

Paste the embed code into the Editor, the editor must be switched to Text mode:

After saving the iframe will change into a shortcode:

The Block Editor

If you are using the Block Editor, use the custom html block. Paste in the iFrame Code. This will not change to the short code until you save draft or publish. Here is a very short screencast showing the process.