@ user995048 says: "You cannot embed a real console window in another window." But "can not" is a strong word! If I want, I can start the entire virtualized computer in a window. :) So, you can quite reasonably understand that there are ways to do what you say.
Of course, it is true that you almost certainly saw cases of redirecting output to a custom widget designed to simulate the simple appearance of a terminal. However ... if you want to embed one application window inside another, there are things on which you can look at what can fit. Conclusion methods exist as GtkPlug, for example:
http://developer.gnome.org/gtk/2.24/GtkPlug.html
To actually capture a non-collaborative application window and throw it into your application would be more difficult. But perhaps, just like screen shots and virtual machines. It is probably best to avoid this kind of thing if that is not really the reason for this, though ...
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