You can put an exclamation point in front of the link to get the image directly
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.
![](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)