New questions

Hi im sure this has been asked b4, but confused, is it true that if i want to run advertising on a site I have to use word press.org? is this the same thing as word press? very confused, it says something about geting it hosted and running it yourself? I belive this to mean one has to download it onto their computer then ftp it up, I have looked at the instalation notes and must say looks confusing and i thought i was tech savy? Basically i want to run my own ads ussing word press, what do I have to do? Thanks anyone in advance.