How to check If Oembed is empty or not

The wp_oembed_get() only works for supported oEmbed providers. The return value is also is a URL of false, as mentioned per codex:

If $url is a valid url to a supported provider, the function returns
the embed code provided to it from the oEmbed protocol. Otherwise, it
will return false.

Therefore, is the input is empty, the return value would be false, so you could simply check:

if ( $embed ) {
    // Valid
}