As Ilya Streltsyn said,
HTML5 introduced the possibility to inline SVG elements directly into HTML markup. Before that, only X(HT)ML allowed to create such "mixed" documents.
This is due to SVG being an XML-based standard, like XHTML. You couldn't inline SVG markup directly into older versions of HTML, because older versions of HTML were SGML-based and therefore incompatible with XML-based SVG markup.
HTML5 throws all its SGML roots out the window in favor of just basing itself on its own syntax that's interoperable with SVG and MathML (another XML-based language) by design. This is what allows SVG to be inlined into HTML5 markup.
SVG as an image format is supported in Internet Explorer starting from version 9. As pointed out above, this page offers a good summary of browser support for SVG. The ability to inline SVG markup in HTML markup is available in browsers with HTML5 parsers, which includes IE starting from version 10.