Once you have the embed code you should be able to simply paste it in a CMS widget. Or, use a mod like
https://vborg.vbsupport.ru/showthread.php?t=274643 to have it on a separate page, then read around for instructions how to add it to a menu.
A bigger problem might be finding one that is acceptable and actually works without a lot of spam. A quick web search on "embed daily crossword" turns up a lot of things - it will take time to go through all of that.
Be sure and report back if you find a good one.