First check in Matterport Cloud that your Space is Public.
Next put the embed code on an HTML page just by itself (see below). If this loads then the <iframe> tag and your Matterport Space are fine and the problem is elsewhere.
Note: Once you've pasted the sample code below into a simple text file named, "index.html" for example, remember to change the Space ID to the ID for your Space. i.e. m=9dwWy8VsSw5 should be m=[your Space ID].
<iframe width='853' height='480' src='https://my.matterport.com/show/?m=9dwWy8VsSw5' frameborder=0 allowfullscreen></iframe>
If the Space still doesn't load, try changing the embed code from https to http.