Depends on how you're using WordPress. Here is how to address both use cases:
1) If you’re using WordPress on a host that allows embedded iframes, simply follow the installation instructions. If your WordPress host does not allow iframes, you can still embed a CD Baby player if your host installs the CD Baby Embed plugin which they can get here: https://wordpress.org/plugins/cd-baby-player-emded/ Once installed, you will need to manually create the shortcode using your player id (examples are shown in the link above).
2) If you’re using **WordPress.com**, we need your help! WordPress.com blocks iframes for security reasons, but with enough support from the CD Baby community, we can be approved as a "safe plugin." Simply request the CD Baby Music Player plugin via the link below and make your voice heard: