Shocking - You can find ads inside of some Modern UI apps that Windows 8 and RT ships with. That includes Finance, Weather, Travel, News and so forth.
We have seen ads in free iOS and Android apps. It's a way for the developer to get paid while allowing the user to have the app for free. That's where the first big difference comes in. While people can expect ads in a free app, no one expects ads in a piece of software that they just paid good money for.
It's not yet clear is Microsoft's tracking the ads you are clicking on.
Source: Hothardware