Advertising is a function of Windows Installer and works by placing entry points to the application on the client system. Examples of these entry points are Start menu shortcuts, COM Class IDs, Program IDs, and Multipurpose Internet Mail Extensions (MIME) types. These entry points are configured so that, if any of them are called, Windows Installer installs the application. Windows Installer checks to see whether the application or application component that implements the call has been installed. If not, it installs the application. The product will appear installed to the user, but it will not actually be installed until it's run for the first time (either by means of an entry point such as Start menu icon or by opening a document that the product is configured to handle).
Advertisement allows system administrators to make an application look like installed but postpone the real installation to a time that the end user really needs the application. Triggering an advertised application by an advertised entry point allows Windows Installer Service to install the application on demand and then gives the handle back to the application.