A typical embedded system consists of a single-board microcomputer with software in ROM, which starts running some special purpose application program as soon as it is turned on and will not stop until it is turned off (if ever).
An embedded system may include some kind of operating system but often it will be simple enough to be written as a single program. It will not usually have any of the normal peripherals such as a keyboard, monitor, serial connections, mass storage, etc. or any kind of user interface software unless these are required by the overall system of which it is a part. Often it must provide real-time response.