There's nothing difficult about using these words. You can say 'I saw an advert for that shampoo in a magazine' or 'I put an advert in the local newspaper' or 'There are too many adverts on TV these days.'
There's no difference in meaning between them. 'Advert' is simply a short form of 'advertisement'. 'Ad' is an even shorter one.
These words are different from 'advertising', though. 'Advertising' is a more general noun, and it is uncountable. 'Advertising' is an activity connected with marketing. For example, someone who creates adverts would say 'I work in advertising.'