Help to create an action to remove all advertising web-links

There is no action for replacing with wildcards. The only one that comes close is "Replace with regular expressions" ...
Load all the files that you want to modify into mp3tag.

If you are not sure in which field you find the unwanted string you could first of all apply a filter.
Press F3 to show the filter input box at the bottom at the window.
Enter
www
into as filter.
This filter looks at all fields whether it contains www.
If you want to narrow it down to ID then enter
ID HAS www

Select all the files (or just one if you want to be careful)
Press Alt-T to open the extended tags dialogue.
Check if ID contains www.
Select the field and press the delete button to remove it completely.
If you select more than one file and the contents of ID is not the same you will see as default entry. If you want to get rid of the field anyway, delete it.

For a replace action you would need to analyze more deeply what comes before and after the URL.