1) If your game is really good, and really polished (emphasis on really), you can talk to a publisher about getting it published. Chances are, it isn't at that stage, in which case you'll need to distribute it yourself. You can get your own web space, or you can look for a regular file hosting server to link to. I believe there is one dedicated to SFML projects.
2) As far as ads go, I guess you would need to find someone to pay you to display their ads (such as Google's AdSense). You'd need to work with the network package so that you can send a message out to the web and retrieve the ad and display it inside your game.
3) For distribution, it will depend on the platform. For windows, you really should go and learn how to make a windows installer so that they can install/uninstall your software. This will allow you to check for and install any .dll files you need (I suspect it would he ones for sound, but that's just a guess).
And of course, all of this stuff is online in articles published by people far more educated than myself.