Hi Sushant,
I assume you are referring to Marketplace ads as Facebook ads, if yes there are many differences between market place ads and Facebook Exchange ads. The major one being the different buying methods.
Marketplace ads are bought on CPC basis by the advertisers whereas Exchange ads can be bought through DSP's who have tied up with Facebook exchange.
Another major difference between both types of ads is the intent of the advertisers, Market place ads work on the Social intent which means assessing what users want to buy through the information they have shared on social media where as Exchange ads work on transaction Intent meaning assessing customers based on the information shared with other websites.
Hope this helps!
Regards
Ritika