The Embedded Discovery Service (EDS) allows a Service Provider to run a discovery service within their own site. As such the discovery service can look like any other page on the site and thus not be as jarring to a user as being redirected to a totally different, third-party, discovery service site.
The EDS is a set of Javascript and CSS files, so installing it and using it is straight forward and does not require any additional software. Note: you must already have an installed and configured Shibboleth Service Provider, V2.4+, in order to use the EDS.