Hello @erensmaikel87 and welcome to the Auth0 Community!
Have you reviewed this doc on Universal Login Customization? I’d imagine you’re solution may fall under the category of:
“a custom user interface that you have created which directly ties into the Authentication API.”
I’m going to offer these resources for Universal Login over an Embedded Login, as it sounds like you may be interested in the latter. In general we recommend using the Universal Login page whenever possible but if this isn’t the case then one could use cross-origin authentication to get user credentials and make a cross origin request to the authorization server. It’s worth noting that this comes with certain security risks that should be evaluated prior to setting up.
In short there’s a number of ways you can bring Auth0 into your React project, it’s more a matter of which process aligns mostly closely with your ideal UX and security concerns.