Marketing and designing ads usually are a separate job function, although in smaller companies there may be some overlap. I've worked in a small, local ad agency before my current job as a marketing manager for a national company. My dream in high school and through most of college was to be a creative or a copy-writer in an ad agency, when I got an offer for an entry-level media buyer in an ad agency, I jumped at the chance just to open doors. What i found out was creatives in an agency don't really get to be so creavtive, they are at the mercy of the client's demands most of the time. Regardless, ads, billboards, promotional products etc. are usually done through graphic design programs and not painting/drawing. These may be good for laying out initial ideas, but no one sees these but you, and the end product is done digitally. If you really want to get into this I would suggest learning in-design and illustrator. Although as mentioned above, this is probably not a job for someone with an mba, and these jobs are hard to get, pay very little, and don't allow you to be creative much.
Marketing involves much more strategy, although I do help to design (not through programs, but by telling our in-house designer what I'd like to see and approve or request changes). My job now is much more about understanding consumer behavior and evaluating the most effective ways of spending our ad dollars, building partnerships etc. If you are interested in a career in marekting, feel free to pm me with any questions and I would be happy to share my knowledge