From WP.com to WP.org with Yahoo in the mix?

Hey there WP community!

So here is where my story starts. I currently run a site https://www.Sonyrumors.net through WordPress.com but would like to move towards www.remarpro.com because I would like to run adds on it. (These are all future plans, i know I dont generate enough hits for it to make sense now but gotta start planning and doing research right?)

So with that said, I also own a few domains including my .com from Yahoo and I have an hosting and everything through them.

So is my way of doing this is to downloading the latest version of wordpress, upload it to my FTP and have it? If so, my issue is, i can get the FTP part up probably but the reason I enjoy WP.com is that the site management is easy and with some minor code, ive been able to get what I want. But if I make the transition to WP.org and upload my site via FTP and all, I now have to do everything by code? No more logging to a website and changing stuff as I currently do?

And is this even the right path to follow if you would like to get ads on your site? So any insight in the path of getting ads on a site would be amazing.

Thanks in advance as always!