First setup the ad companies as Vendors (Admin>Vendors), then add a "banner" or banners to the vendor. Be sure to use the banner group, as this acts like categories. Then add a 'Banner Module' to the desired page. Configure it to use the banner group you'd like.

You can read more about it on the DNN Online Help, just search for Vendors or banners.

I would suggest you also look at the Repository module.  With the Repository module, you can create a database of links, track the number of clicks and even allow your visitors to rate and comment if you so desire. As an example, look at the DotNetNuke Directory here at this site. You can control the look and feel through a templating system so your links/images can look like whatever you like.