Ads are based off of cookies that the internet places. They look at what you view/do constantly, and they will make an ad based on that. I tested it by using two different browsers and viewing different stuff like this website or Armorgames. It's all based off of the internet and has nothing to do with the Cow.
I haven't played it yet, but I've seen videos of people playing it, and I heart beated 20x faster! Try going into the woods, at night, after you played the game....I dare you..
If I went into the woods, even during the day, after playing slender.... lets just say... my pie would melt...