System Settings -> Security & Privacy -> Diagnostics -> Uncheck Send Occasional system information to Canonical
I believe what you are referring to is(Zeitgeist) a feature of Ubuntu for you. It isn't for advertising purposes. It is to display information to you about recent files, log events, and other things you may find useful and display some of that information to you when searching in the dash. Some of this information can be shared and you can decide what is ok to share by using the answer from @DnrDevil. Be aware that this information also has benefits for you as well in the Dash.
Ubuntu does have services for monitoring systems like Landscape that is intended for Enterprise usage, or for a savy individual with many Ubuntu systems and not really for Canonical/Ubuntu Community.
I think what you may be confused about is Canonical having included in the dash "Online Search Results" which are sometimes linked to Amazon links with their affiliate code. Not exactly tracking your usage of the desktop though. This will be removed from what I have heard in 16.04 the next LTS.
Although if you don't have a need for this you can turn it all off easily. You can also easily remove it as well.
You can remove landscape if you never plan to use it. I haven't removed any of these things as I usually just disable them though so make sure you research doing that.
To understand privacy here is a great resource - http://www.ubuntu.com/legal/terms-and-policies/privacy-policy
To disable and move Zeitgeist - Disabling Zeitgeist
Also if any Scopes in the Dash bother you, you can always disable ALL of them. Just right click on the dash plugin while browsing the dash applications tab. Then click Disable.
Depending what version of Ubuntu you are on.
Go to Settings-> Security and Privacy-> Files & Applications. Turn this setting off. A few more setting are in there as well like "gather information and send to partners".