There is a way to shut down Copilot. However, you should manage your expectations.

You'll see ads on your Windows lock screen if you have Windows Spotlight set as the display option. These ads often promote different games, and sometimes Microsoft also shows tips on various topics.

In 2016, Microsoft made a decision everyone had been dreading – serving ads directly to your Windows 10 operating system. At first, it was only a lockscreen advertisement for "Rise of the Tomb Raider" ...