Good question. I guess it comes down to (a) understanding the notes that can be used to add embellishments, and (b) being able to play embellishments smoothly. For part (a), I would suggest listening to the improvisations of others, and trying on the piano to reproduce some of their embellishments. You could try playing around on the piano to come up with your own. It's good to understand chord and scale musical theory behind embellishments. If that's hard you could ask a pianist who does improvisations, or take some lessons. For part (b) it's all about practice.