On the home page of your site (or from any page) you should see a link "View all site content" at the top of the navigation menu.
Show all content on the site http://friendfeed.s3.amazonaws.com/86fed07f0809beefaeeaee0013ee2b952079bc09
Click this link and it will show you a panel that lists all the SharePoint lists that were provided for the current site. Click the Create button to create a new SharePoint list.
Create a new SharePoint list http://friendfeed.s3.amazonaws.com/6c0b244801826f8b3ee01811211b88668ba8f713
From there you will see the possibility of creating a list of announcements (under the heading Communications). Complete the wizard to complete the list.
After creating the list, you can select "Edit Page" in the "Site Actions" menu on any SharePoint page on the site, and then select "Add Web Part" in the zone of the web part in which you want to place your ad web part. You should now see the web part with the same name as your ad list that you just created.
Select this web part to add it to the page and display it.
Hope this helps. If this is not the answer to your problem, leave a comment or update your question with an explanation and I will try to help.
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