Bandcamp is a publishing platform for bands, or, anthropomorphically/arthropodically-speaking, your fifth, fully geeked-out Beatle — the one who keeps your very own website humming and lets you get back to making great music and building your fan base.
Embedding with a Shortcode
To generate a Bandcamp shortcode first click on the Share / Embed button near the bottom of any Bandcamp page. Then click on Embed this album.
This will bring up a window where you can select a layout for your player.
After you select a layout, you will see more options to customize your player and a box with the embed code. Be sure to select WordPress.com, which will generate your Bandcamp shortcode.
Once you get the options set the way you want them, copy the shortcode and paste it on a line by itself in your post/page editor.