On PLEX you can add trailers and extras. I don't know about adverts, I can't imagine why anyone would want those on purpose.
my nephew and a few of his chavvy mates can pop round to chuck popcorn around and chat loudly during the film if you like
PLEX is a client so you can install it on whatever really. HTPC, Amazon Fire Stick/box, nVidia Shield. It does run from a server so you'd need a server box somewhere in the house (any old PC or laptop would do it I'm sure).
There may be an AddOn for Kodi that does trailers too, but i haven't googled it.