You mean when you have a website you've built from ground up? Nothing too concerning. DataPages are embedded using standard HTML codes and the backend part of it happens in Caspio Bridge. As for your webpages, it should be able to accept any embedded DataPages without any issues.
One thing to consider is when you deploy a DataPage as iFrame, it has a limitation of not being able to pass parameters around. So, if your application is quite dynamic that involves parameter passing, it's better to use the standard embed method.