Installing your own add-ons into Tor Browser is not recommended, as they may bypass Tor or otherwise harm your anonymity and privacy. Check the EFF's Panopticlick to see how trackable your browser configuration is by third parties.
If you're using a Firefox-based browser, you can safeguard your browsing habits and stop advertising companies from tracking you by installing uBlock Origin, Request Policy, and HTTPS Everywhere.
A more advanced alternative to Request Policy would be uMatrix.
Why is Adblock Plus not recommended? Adblock Plus shows “acceptable ads” by default, which works against the purpose of the add-on. Either disable acceptable ads or use uBlock Origin instead.