Here's what I do - works any time of the day or night. I put a large book - up on it's end - or box on my craft table, and drape it with a big piece of white fabric (thick or folded so nothing shows through).
I lay the piece on the fabric, or prop it up against the book if it can stand. Then I pull my desk lamp over in front of the piece and point it right on the embroidery.
set my camera to the incandescent setting (the little lightbulb), with the macro on (the little flower), and no flash. I take my pictures from just below the lamp, making sure not to get the lamp in the shot :-)
Take the pictures from a little further back than you'd want the final picture, at the highest resolution on your camera - it focuses a little better - and then crop the photo in closer.
I also use photoshop or a similar program to lighten it up if needed