Although it isn’t mandatory, you could choose to add a note in your FAQ/Help section, informing visitors about the new ads they see. This notification could also work as an introduction to In-Margin ads and inform users about ways in which they can interact with them.
For instance, you could add the following paragraph to your FAQ/Help section –
The ads appearing on the sides/margins of the browser are In-Margin ads by Affinity. Affinity’s system scans the content on a webpage and places relevant brand messages on the sides of the webpage. As the mouse is hovered over the sides/margins of the browser, an ad will appear. You could choose to click on the link provided in the ad to visit the advertiser’s website.