I have no experience with llvm or clang, yet. From what I read clang is said to be easily embeddable Wikipedia-Clang, however, I did not find any tutorials about how to achi
I am not sure that embedding a C or C++ compiler like Clang is a good idea in your case. Because the "script", that is the (C or C++) code fed (at runtime!) can be arbitrary so be able to crash the entire application. You usually don't want faulty user input to be able to crash your application.
Be sure to read What every C programmer should know about undefined behavior because it is relevant and applies to C++ also (including any "C++ script" used by your application). Notice that, unfortunately, a lot of UB don't crash processes (for example a buffer overflow could corrupt some completely unrelated data).
If you want to embed an interpreter, choose something designed for that purpose, like Guile or Lua, and be careful that errors in the script don't crash the entire application. See this answer for a more detailed discussion of interpreter embedding.