Much of the time that HTML includes form elements, which cannot be placed inside of a normal DotNetNuke page (since the content on a DNN site is already wrapped in a form element, and they can't nest).

If you want to add a form element to your page, I recently heard about the ScriptInjector module which can do some fancy stuff to get your form on the page.  I've never used it myself, so you'll have to see if that'll do what you want.

For HTML without forms, it should generally fit in the site, but there could be issues with the styling and structure of the skin that would cause issues with placement or styling.

Hope that helps,