I've owned nearly every version of the nook, and haven't had a problem getting stuff onto it.
For hosting my collection, I use https://vaemendis.net/ubooquity/ it has a built in reader that saves states, but I primarily download to my nook and read with moon reader +.
Windows DevOps techbro here. I am 100% sure when ads are embedded in Windows, we'll sort out a way to block them. My entire career is based on my ability to bend windows to my will, and I'm not about to let it advertise at me.
That being said, look at grabbing a steam deck to learn Linux. It provides an easy way to fuck around with Linux, while giving you some training wheels for when you break it.
Dragnet!