Is it correct to say that every locally small category C is a subcategory of the category of presheaves of that same category C?

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I am trying to understand the Yoneda Embedding and the Yoneda Lemma.

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Yes. That is a correct understanding of the Yoneda Embedding functor. The source where I got my answer is:

NLab, Yoneda Embedding .

The answer is given in the first paragraph of the link I posted.

Understanding concepts is very challenging for a new student in category theory. I hope my question can help someone else also. The Catsters videos on "Representables and Yoneda Lemma" were very helpful, and they caused me to think about the question I had above.