I don't want to apply this to my clients but i want to know how its done.I'm begginer in mikrotik so i don't have a lot of experience, if someone could describe all steps it would be very helpful.I've read that could be done with a proxy and modify each page and I want to modify content only on HTTP websites. I want to know this only for educational purposes.

No, this is not possible with RouterOS.

With an HTTP request, the client makes a request to the server, the server then sends a response that is plain text. There are systems that can catch that server response and inject javascript or HTML before it gets back to the client. With HTTPS this is extremely difficult because the client and server communicate through encryption. Most users will really hate injected advertisements anyways.