In order to embed a Figma file or prototype in Typeset, the file needs to be viewable by anyone with the sharing link. Open the file in Figma, click the Share button, and ensure that Anyone with the link can view is enabled.
In some instances, embeds in Figma are blocked by existing login information in Figma.
When cross-site tracking is disabled in Safari, the browser could end up blocking the Figma prototype from being loaded properly. In that case, you can try allowing cross-site tracking in your Safari browser by going to Safari > Preferences > Privacy as shown below, and uncheck the box that prevents cross-site tracking.