1) Embed an ad into a single article?
The best way to do this is using iJoomla Sidebars. There are other ways (you can search on this forum for similar topics) but we recommend this.
2) Embed ads into a Section or Category.
2a) If the above is possible can you select multiple Sections/Categories?
Just publish an ad zone (module) in any section or category you want to show ads. It's really easy to set, just need to assign the ad zone to the sections/categories you want to show it.
Anyway, there are other options to do this. Some of our customers prefers using the keyword system to do this.