If you are wanting to embed a single Instagram post on your WordPress site, first make sure the account that has posted the picture is public. If it isn’t, the embed will not work properly.
First, navigate to the Instagram account on your computer (not a mobile device) and click on the post you wish to embed. Once the post is up, click the 3 dots in the upper righthand corner.
Click Embed and then Copy embed code
Navigate to the WordPress and open the editor for the post or page you wish to add the Instagram post to. In the block editor, click the blue plus button. First find the column block and add a single column to your page.
Next, click the plus button in the empty column, and search and click on the Custom HTML block.
Then, copy and paste the embed code you got from Instagram into the block.