Does malware ads automatically download something

no, the only way to install new software on the device is apples app store

you can however if persistent enough say yes to adding a calendar entry which can tell you that you have a virus or such

this is called calendar spam

Delete spam calendars and events on iPhone - Apple Support

you can also be tricked into a phishing site which you believe is apples or googles or microsoft and add your username and password enabling them to steal your account

Identify legitimate emails from the App Store or iTunes Store - Apple Support

Recognize and avoid phishing messages, phony support calls, and other scams - Apple Support

not unless you installed an app that had malware and got past the security safety net of apples app store