Both these problems can be greatly reduced, if not completely eliminated!
#1 Use the Firefox browser and set Content Blocking to Strict. This alone will block most of the junk!
If you don't want to use Firefox, add the uBlock Origin extension to your browser of choice. It is lightweight and works very well.
Personally, I use uBlock Origin in conjunction with Firefox Strict Content Blocking and rarely see an ad or unwanted video. Just remember to whitelist any site you actually wish to support by allowing their ads!
#2 Windows 10 allows designating select network connections as "metered". Doing this will prevent Windows updates from downloading when using that connection (and I have found it blocks some other kinds of software updates as well).