The ad tag is a syntax component of the ads module that will insert a ad (ie ad page).
For instance, if you want to add a Ad in the top of the side slot, you would:
<ad name="sideSlotTop"/>
An Ad page is just a page that contains the Ad Snippet but you can also design it with the ComboStrap syntax.
(called also a creative)
Because the ads are stored as pages, they are by default added to the index.
You need to set a configuration to prevent it. See ComboStrap Ads - Global Configuration
<ad name="adsFileName"/>
where adsFileName is the name of the ad page.
The ad component is a superset HTML component and you can style it as you want.