This tutorial addresses the topic of personal data collection in web and smartphone environments, the management of user consent, and the underlying ecosystem setup by the AdTech industry to build user profiles and use them in real-time bidding (RTB) systems. This tutorial does not enters complex technical details. Its goal is to provide an overview and identify trends, with on the one hand, a highly profitable business that benefits from new data sources and advanced profiling technologies, and on the other hand, a business that is more and more limited by strict regulations and a growing privacy and sustainability awareness.