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Start with an antivirus and an anti-malware scan. (i.e. Malwarebytes)
You can also go the manual route and see if you can spot any unknown processes under your Task Manager, or see if you see any unknown files under Program Files or AppData\ or even Control Panel > Programs and Features.
You can exit Steam and try remove the htmlcache -folder and restart Steam.
Although ads popping up isn't a promising sign.
Easy way to get to AppData\Local is via
Hold down [Windows] and [R] -keys and type in
Then you see a Steam -folder there.