If $X$ is normal, then the Iitaka fibration theorem implies that $L$ is big if and only if the rational map
$\phi_m \colon X \dashrightarrow \mathbb{P}H^0(X, L^{\otimes m})$
is birational onto its image for some $m >0$, see [Lazarsfeld, Positivity in Algebraic Geometry I, p. 139].
This
I guess this is the "embedding theorem for big lines line bundles" you are looking for.
Regarding your last question, since $L$ is ample by assumption and $f$ is an isomorphism outside its exceptional locus $E$, some power of $f^*L$ will surely give an embedding of $X \setminus E$.

