You can put an exclamation point in front of the link to get the image directly
![](https://xkcd.com/435/)
You can embed the image, but I think you need to use the image link, rather than the comic page link:
![](https://imgs.xkcd.com/comics/purity.png)
While true, be advised that some consider it rude to hotlink images without permission
Edit: as pointed out below, Randall gives permission to hotlink/embed on each comic page.
It’s old internet etiquette. I think the point is that hotlinking asks someone else to serve content without giving them traffic, if that makes sense.