The load path variable is empty when running embedded.
Find your load path by executing something like
ruby -e 'puts $:.join("\n")'

Then check the $:[] before the require statement in the script.

Scripts that load scripts can be loaded into an embedded ruby.
But complicated libraries like tk and fxruby introduce an abundance
of problems: not finding libraries, relocation errors, undefined
methods,
etc., so there use in embedded would be very complicated compared to
running the same script of an unembedded ruby.

Gerald