Probably: The search engines and sites you access are reporting "guy in ZIP code 12345 is interested in <x>". Later, Windows says "what ads should I show to this guy who is located in ZIP code 12345 ?". Chances are you'll get ads for <x>. ZIP code (or equivalent location info) is coming from your ISP. Nothing personal about it, other people in same ZIP code also would have higher chance of seeing ads about <x>, they just don't notice.

Search for "stop ads in windows start menu" and you will find many articles about how to turn off ads.

Imagine getting ads in your operating system.. How on earth are people still using Windows?

That's a pretty serious claim for which you've provided no evidence. As much as I abhor Microsoft's (and every other company's) data collection practices, before anyone can help you "disable this nightmare," you first have to reasonably define "this nightmare."

If you are that concerned about Microsoft's practices even without evidence, I suggest using a more secure and private operating system like Linux, Tails, etc.

The last known good version of Windows was Windows 7. To a lesser extent Windows 8. This is why I switched to Linux and I haven’t turned back, though I do use Virtualbox when I need Windows for things like iTunes. If you are going to use Windows 10/11 as a daily driver, use something like Shutup10 which disables telemetry etc

Concur. I see almost zero adds using Linux with the LibreWolf browser and add-ons Ublock and Privacy Badger. My Windows 10 machine is rarely used (for iTunes) because every time I boot it up it takes about 3 hours to update itself. Compare that to Linux which takes just a couple of minutes, maybe five minutes with a kernel update.

Install a 3rd party system-level firewall and block every outgoing activity excluding your necessary apps, browser and DNS.