It is not immediately clear from the universal property that should be an injection,
but this is guaranteed by the Poincaré-Birkhoff-Witt theorem,
so indeed contains as a Lie subalgebra,
whence every Lie algebra is a Lie subalgebra of some unital associative algebra.
Construction
Let be the tensor algebra of with inclusion and let be the (two-sided) ideal generated by any terms of the form
for .
We construct the universal enveloping algebra as the quotient module