Should I Embed My ISRC Codes Directly into My Audio Files?

No. 

Don't bother embedding ISRC codes directly into your .wav (or other format) audio files. 

If you do, it won't cause any harm. But it's a waste of time, because stores ignore the data.

If you're interested in using your own ISRC codes (instead of the free codes DistroKid ISRCs DistroKid will automatically generate for you), that's easy to do. Click here for more info on using your own ISRC codes.