Hi, and welcome to the forum.

For an internship in advertising, you're talking about a short-term (i.e. non-immigrant) visa, probably best obtained through your university. In the US, at least, most internships are for 6 months to a year,

The other option would be to go for a student visa to study advertising at a US or Canadian university, though that would require you to have adequate resources to pay for your schooling yourself. While you are a student (at least in the US), you are limited to part-time work, usually for the school itself. After completing a degree you may have the opportunity to work for a year or so.

Are you currently a student? There may also be some exchange student opportunities you could pursue.
Cheers,
Bev