Is it wrong to advertise in this site?

As far as I know, advertising in giveaways is fine, but not on the forums.

Have a good day! :D

According to the guidelines:

When posting links or content, that content should not force users, encourage users through reward, or primarily exist as a traffic source for users to perform an action for promotional, commercial, or monetary benefit. Such actions include but are not limited to clicking a referral link, liking a Facebook page, following a Twitter account, joining a Steam group, completing a survey, or making a donation. (Please note, in giveaway descriptions we do allow users and developers to link to their related Steam Greenlight, group, and store pages, as well as their social media channels. Users are also able to reference their group giveaways when posting in the Group Recruitment category of our forum.)

Vague, but it indirectly suggests that pure advertising is not allowed - however, promoting in a giveaway's description may be allowed, in moderation. Or at least, that's how I interpret it.

For the most part, it's okay in giveaways.

To be on the safe side, I'd file a support ticket in the "Other" category to be sure the specifics of your question are answered in full, so you don't get into any trouble. (Or perhaps a mod will come along and provide a more accurate answer).

From practical experience I can say that as long as your giveaway is not fake, not supposed to be pure ad that you'll remove before giveaway ending, not a scam site, otherwise shady, or with intent to defraud/scam/phish user, you're safe to put it in giveaway, but not 100% safe to create SG thread in discussions about it.

SG thread in discussions depends on far more factors, I'd ask support in ticket this case. In giveaways you're free to put almost anything, assuming your giveaway is not fake and website is not put with malicious intent.