Hi Suresh,
Few ways to create embedded page are:-

1) Use Code-Pega-List class to create a page and then source Code-Pega-List.pxResults with a pageList/DataPage/Report definition to create embedded page.

2)You can use obj-browse from activity to create embedded page

3)You can DataPage of type list and source it with Report or manually fill it in activity to do so.

4)You can also manually create it within Java Step of activity

5)You can also create pageGroup and fill it's subscript with different pages.

Regards,
Ujjwal

For manually creating the embedded page in activity you can take the reference of "AppendToPageList" activity which is part of base class.