This guy isn't really explaining the steps clearly. First, Microsoft clearly put this ad on our computers with a recent update. It's happening to all of us and doesn't need to be replicated with some kind of forensic analysis. Second, what he is trying to say is go to Settings > Personalization > Lock Screen > Personalize your lock screen > select Slideshow and then the option to uncheck the Get Fun Facts appears. Third, Microsoft now puts ads on computers through unwanted apps. Go to Start and look for any app you don't want and uninstall. Be sure to click uninstall after removing each individual app. Fourth, Microsoft puts ads on our Search function now. Go to Settings > Privacy and Security > Search Permissions > More Settings > and toggle Show Search Highlights off.
There are additional instructions to remove ads from Widgets, File Explorer, Device Usage, Notification Ads, Suggested Content and numerous other places Microsoft has put ads in. Here is the website to get instructions: How to disable annoying ads on Windows 11 | Windows Central