You're really looking for info on adtech in general. Adtech solutions will typically use 1 or more of tracking pixels, iframes and javascript scripts. The key here is that all of these create a HTTP request to a service and includes metadata about you and the website you're visiting such as your IP address, whether you're logged in, what the product you're looking at is. With this information, adtech companies can see a geographic area where you travel/live (by doing an IP to geolocation lookup), what your interests are etc. Often they're getting additional metadata depending on the permissions enabled (esp for phone apps). Other things that are done to identify you is to create a fingerprint of your computer (what cookies do you have, what OS, what apps are installed). Take a look at
https://arstechnica.com/information-technology/2017/02/now-s... for more information on what goes into that.
The big difference is that today all that data can be correlated together and used to serve relevent ads (or do whatever)