Hello,
I don't thinks there is an easy way to achieve this at the moment. I think there was another question along these lines a month or two back so it's maybe something that'll become more widespread, especially if more of the low cost PCB vendors start supporting this.
I'm not sure what information would be required for the vendor to build this though? How would this look on the internal layers and how is it constructed? My guess is a void with "pads" vertically between layers? So plated in the vertical like vias which then have the internal component embedded into it? How would these get paste applied?
If I were to be trying to do something like this I would probably use additional layers to specify the additional information relating to milling the void, adding additional copper area and adding notes to indicate the plating through between which layers. I guess it's bit like how we currently have to go about specifying plated through holes but probably a little more complex. You'd then add these additional layers in where appropriate in your Gerber generation.
The first thing I would do would be to talk to the PCB manufacturer and find out from them exactly how they would like this specified and then go from there.
best Regards,
Rachael