Am I following the ads process correctly?

I'm new to the whole Ads thing, i've done some studying today and I saw some videos where people showed how they placed adds on their games but it didn't work for me. I then saw one video where a guy uses

Monetization.Initialize(IDGAME,true);

to get it working, i did the same and on the editor it seems to work. My question is, am i doing something wrong? How come mine only works when i've got that set up but others don't need it? Also, if I where to make an apk of my game and placed it on my phone, testing for the ads, would i receive any money from it, or does it only work from the stores?