I know advertising is in a subset of marketing; when you are advertising, you are marketing but you can be marketing when you are are not necessarily advertising. Is there any main difference between Advertising and Marketing?

Marketing is a broad term for satisfying consumers wants and needs (with a profit for your company). This involves the 4Ps, or in today's terms it is 5 Ps – Product, Promotion (Advertising), Place (Distribution), Price, and People(Target Market).

So, essentially, advertising may be seen as part of the promotional aspect of your marketing mix.

I hope this helps.