You can use a QtWebEngineWidgets.QWebEngineView widget to show the figure. You might need to install the PyQtWebEngine package first. Here is a small example:
from PyQt5 import QtCore, QtWidgets, QtWebEngineWidgets
import plotly.express as px
class Widget(QtWidgets.QWidget):
    def __init__(self, parent=None):
        super().__init__(parent)
        self.button = QtWidgets.QPushButton('Plot', self)
        self.browser = QtWebEngineWidgets.QWebEngineView(self)
        vlayout = QtWidgets.QVBoxLayout(self)
        vlayout.addWidget(self.button, alignment=QtCore.Qt.AlignHCenter)
        vlayout.addWidget(self.browser)
        self.button.clicked.connect(self.show_graph)
        self.resize(1000,800)
    def show_graph(self):
        df = px.data.tips()
        fig = px.box(df, x="day", y="total_bill", color="smoker")
        fig.update_traces(quartilemethod="exclusive") # or "inclusive", or "linear" by default
        self.browser.setHtml(fig.to_html(include_plotlyjs='cdn'))
if __name__ == "__main__":
    app = QtWidgets.QApplication([])
    widget = Widget()
    widget.show()
    app.exec()