What do I need to do to have ads show up and can you make one that can bring up random ads?

Ads are usually provided by the producer of the good. They usually provide all the necessary files, scripts, and html code to have it show in your page.

right. However I added 4 add sections to all my pages, the first add I tried to link to the JPG provided but it doesn't show up.

I also wanted to add a spot that would randomly pic an ad to show.

STATIC ADS
It really depends on how you are trying to make the ads show up.
--- If they send you a jpg to show on your site, you should be able to take a jpg that the advertiser sends you, add it to resources and then have it show up like any other image.
--- If they give you a javascript, you should add it with an html element. It won't show up in the RSD browser, but it should show up when you export and upload the site to the server.

RANDOM ADS
This is not a built-in RSD function. It will require some coding for the ad selection. You can do it with either javascript or PHP. Take a look at http://fundraisingnetwork.org/ . The banner at the top and near the bottom under the heading "Check This Out" are both ads in a rotation. I used PHP to have it change the ads each time the page is refreshed.

Is it a .JPG or .jpg?

linked images?

here is a good demonstration how you can do that with javascript
http://www.computerhope.com/j18.htm

I used the ad element and path: www.terrorfield.com/Sponsor/hiddenclover.jpg

question: Is that what you want? http://www.realdesign4you.com/random/index.html

Yes for my random spot.

the 4 that show at www.terrorfield.com towards the bottom are static ads.