Illustrator displays a list of all images that are linked or embedded in your file in the Links pane; from that pane, you can embed a linked image. Before embedding, remove all images that aren't an integral part of the finished artwork, such as those you used just for reference, to avoid bloating the file size unnecessarily. The process works identically in Illustrator CS6 and Illustrator CC.
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Click "Window" and select "Links" to display the Links pane, if it's not already visible.
Select the images you want to embed in the Links pane. To select all of them, click the first one in the list, hold "Shift" and click the last one; to select only some of them, hold "Ctrl" and click each one.
Click the "Menu" button on the Links pane and select "Embed Image(s)."