Approximately correct - the species elected and not elected are typically sub-classes of categories of inventions to be claimed. This will encompass some embodiments in each grouping but your application may not have explicitly described embodiments in each group.
Embodiments are specific, an elected or unelected invention or species is an abstract concept based on a distinction between inventive concepts.
The examiner makes a restriction requirement laying out the difference between the groupings and you and your registered practitioner either argue (not done in your case) or pick which to pursue at this time.
That document from the examiner is an office action. The choice of elected species and the withdrawal is done by a filing from the applicant.
Your attorney/agent should have discussed this so you, with their advice, could chose the grouping most important to you first. In my opinion there is a problem if your attorney decided what to pursue now without consulting you.
A divisional application filed now or later can go back and pursue other species/inventions if you decide it is important to your goals.