Fertilisation of male gamete (sperm) and female gamete (egg) results in the formation of zygote.
The zygote divides repeatedly to give rise to a clump of cells called blastocyst which further begin to form groups that develop into different tissues and organs of the body. This developing structure is called an embryo.
The embryo gets implanted in the wall of the uterus for further development.
The embryo continues to develop in the uterus. It gradually develops different internal organs including limbs. This developing stage of embryo is called foetus.