The basics of copyright are fairly simple: If you create something, you own the right to decide who may copy it.
By the very act of you creating work, means you own the copyright.
Watermarking/Embedding/etc are all technology solutions to a legal concept. So they don't really have anything to do with copyright. They simply make it a bit more annoying for others to take your work if they so desire.
You have to decide how much you care about that.
As for legally protecting your work, one thing you can do is register your copyright with the government. This gives you a bit of added recourse to collect damages if you ever decide to pursue legal action. Beyond that, it's basically a legal game (read: you hire a lawyer).
P.S. MCAD = Minneapolis? If so, good school. I had a very brief stint teaching there. Have fun!