How to disable "link your phone" links on the lock screen?

1. Open Settings.
2. Click on Personalization.
3. Click on Lock screen.
4. In the Background drop-down menu, select Picture or Slideshow.
5. Turn off the Get fun facts, tips, and more from Windows and Cortana on your lock screen toggle switch.

From here: How to remove those nagging ads from Windows 10

If you wish to remove ads but keep the Windows Spotlight backgrounds (they are quite nice looking, after all), it gets more complicated because you must delve into the Group Policy Editor.

1. Open gpedit.msc using a local administrator account.
2. Navigate to Computer Configuration\Administrative Templates\Windows Components\Cloud Content\Do not show Windows Tips
3. And set it to Enabled (This is a "negative permission").

From here: https://social.technet.microsoft.com/Forums/en-US/20e2f09d-aa58-4ff7-8a83-51fd15d5ed4f/hide-windows-spotlight-lock-screen-advertisements-ads?forum=win10itprogeneral