The biggest difference between a publisher and yourself~
... a publisher is usually already part of the market and has a following.
... people know other games published by the publisher and might think "Oh, this one might be like those I liked!"
... publishers do have some connections that might be helpful, might it be press or other devs.
... be aware that not all publishers are good ones! Always look at what they ask from you and what they actually do for you (and want in return).
... publishers usually have more money as you, so they can invest into ads. (Facebook, webpages, twitter, whatever)
... publisher take some of the paperwork for you, which also makes it a bit harder to understand all the figures, as far as I know? (Like real salesnumbers etc? Tho that miiight vary!)
... they might have more experience with crowdfunding than you.
... they probably know a lot more about marketing than you.
You can do ads yourself. But they are costy.
You can contact press yourself, but if a publisher has a good friend on IGN or Kotaku or "that site you want to be on" it's more likely that they'll cover your game.
A publisher could have contacts to the big Youtubers or Streamers, but you can also just send them a nice, short email with a key.
You can do marketing, even some that costs you little money and might do the trick... but it is hard work. Work that ads onto everything you have to do for your game already ;3
And you can do crowdfunding on your own... but it will consume time and energy. And is a lot of work.
Also...
If you work with a publisher, expect deadlines.
I don't know if you can buy ad space on steam, tho.
I guess some of these "Square Enix Weekend-Deals" etc. are something like that, but I don't know 100%.
Other than that I'm not aware of any ads aside from the pop-up window once you start steam.