Along with some pretty cool new features in Windows 10, Microsoft introduced one that's more annoying than cool: the ability to inject ads directly into the operating system. Yes, now you can see ads in Windows applications and the Windows Store app, not just on web pages.
Browser-based ad blockers such as AdBlock can't see these ads because they're part of the Windows operating system itself. That means AdBlock can't block them. It also means that even using a host file or a VPN won't prevent them from appearing in Windows applications.
However, this article from TechAdvisor.com provides step-by-step instructions for removing ads in notifications, the Start menu, the lock screen, the taskbar, File Explorer, Cortana, and Microsoft Edge: How to remove ads from Windows 10