The large-scale development of large language models (LLMs) in medical contexts, such as diagnostic assistance and treatment recommendations, necessitates that these models possess accurate medical knowledge and deliver traceable decision-making processes. Clinical knowledge, encompassing the insights gained from research on the causes, prognosis, diagnosis, and treatment of diseases, has been extensively examined within real-world medical practices. Recently, there has been a notable increase in research efforts aimed at integrating this type of knowledge into LLMs, encompassing not only traditional text and multimodal data integration but also technologies such as knowledge graphs (KGs) and retrieval-augmented generation (RAG). In this paper, we review the various initiatives to embed clinical knowledge into training-based, KG-supported, and RAG-assisted LLMs. We begin by gathering reliable knowledge sources from the medical domain, including databases and datasets. Next, we evaluate implementations for integrating clinical knowledge through specialized datasets and collaborations with external knowledge sources such as KGs and relevant documentation. Furthermore, we discuss the applications of the developed medical LLMs in the industrial sector to assess the disparity between models developed in academic settings and those in industry. We conclude the survey by presenting evaluation systems applicable to relevant tasks and identifying potential challenges facing this field. In this review, we do not aim for completeness, since any ostensibly complete review would soon be outdated. Our goal is to illustrate diversity by selecting representative and accessible items from current research and industry practices, reflecting real-world situations rather than claiming completeness. Thus, we emphasize showcasing diverse approaches.