It depends on the way you embed.
If the apps are integrated with Power BI via Rest API, the applications' users will have to have a Power BI account to authenticate.
https://powerbi.microsoft.com/en-us/documentation/powerbi-developer-authenticate-a-client-app/
https://powerbi.microsoft.com/en-us/pricing/
If the apps are integrated with Power BI Embedded, users do not need a Power BI account. They can view and interact with the Power BI reporting experience without requiring any additional licensing. Licensing for Power BI is not the responsibility of the end-user. Instead, renders are purchased by the developer of the app that is consuming the visuals, and are charged to the subscription that owns those resources.