Rose, while we wait for the info Jane thoughtfully asked you to supply, let's take apart your question.
We humans often include unneeded info and neglect to include key points (I am the worst offender).
"embedded image" --may not be important to know if it's linked or embedded but in Ps, such a placed file is created as a smart object if the box in Settings>General>Options>Always Create... checkbox is checked.
"not selecting the pixels" sounds like you're not on the layer, or more likely, haven't clicked on the smart object to open it to edit directly.
One can't select pixels on a smart layer like you can on a layer other than Background.
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