What tables and fields do I write to insert some ads, directly in mysql with a external php script?

I presume that you are capable of reading PHP code, since you are going to be using PHP to insert ads. The mysql queries and other information you need to do these operations may be found in the main ed_classified.module file.

In general, you will need to understand Drupal's node extension system - this ed_classified manages only the extra data fields, which are associated with a standard Drupal node. I cannot offer you much help with this, except to point you at the standard documentation on custom content types and node data load/insert.

http://drupal.org/node/132845
http://api.drupal.org/api/function/hook_load/5
http://api.drupal.org/api/function/hook_insert/5

Good luck on your quest!