Emboss is mainly used on surfaces, you can use an intersecting solid as Michael shows, you can also use a curve or sketch profile.
Create the surface you want to Emboss..........I've created a curved surface.
Create a sketch of your desired shape on a plane, it can be any distance from the surface.
Launch the Emboss command; Insert > Design Feature > Emboss
The Emboss dialogue opens with relative options, follow the options down, Select the Curve, Select the Surface and Select the direction. I've Input a distance of 1mm from the Embossed faces with an angle of 5°.
Congratulations! you've just Embossed your surface.
You can now use this surface to trim a solid or run some blends around the edges then apply some thickness and you have yourself a sheet metal part.
Looks pretty shmick all rendered up :)