So ...

Click the arrow icon located within the Tweet and from the menu, select "Embed Tweet" ...

... and copy the HTML code provided by Twitter:

Next, open your post/page using the Wordpress editor, select the Text tab (not the Visual!) and simply paste the HTML code in the exact place where you want to display the embedded tweet:

And that's all! You have successfully embedded an actual Twitter tweet into your Wordpress website ...

Here's the live result in my case:

Cool, isn't it?

OK. Now let's see some closing thoughts ...