I don't know how much the course goes into this, but it might help you get started to keep in mind that it's not HTML in JS, it's xml-like JSX syntax as syntactic sugar for regular JS function calls.
It's no more "embedded HTML" than something like
$("<p>").text("lolwut").appendTo("body"), just written with a different syntax. Good luck!
It's no more "embedded HTML" than something like $("<p>").text("lolwut").appendTo("body"), just written with a different syntax. Good luck!