That's okay, we were all beginners at some point. So usually if an app has a API endpoint this method shown will allow the authentication to be skipped for the API, but if someone was to log in directly still be presented with the sign in for say Authelia or Organizr.
I tried looking it up for Emby but can't confirm if it allows API access. From what I can see you need to actually log in. I could be wrong, but that's all I know sorry. I don't use Emby personally.
You should provide the logs from Authelia. You can do this in Unraid by clicking the Docker container for Authelia and selecting Logs.