Easily embed tweets in your posts and pages by posting the tweet URL on a line by itself or by using a shortcode provided by the Twitter interface.
Good question. It really depends on the Twitter application/client that you're using. If you're using twitter.com then take a close look at the tweets and you'll see that the date of when the tweet has posted (1 hour ago, etc) is a link. That link is the one you're looking for. If you're using the Twitter for Mac application, you can right click any of the tweets and select View on Twitter.com which will take you to that particular tweet in your browser.