While the domain is never case sensitive, the rest of the URL generally is (it might depend on the webserver, however). Some servers can find files even if there is a minor error in the URL, however (like this website - for instance this link to
the html 4.0 reference guide has a typo in it and links to hml40 instead of html40, but it will be
rewritten by the server.Some servers also use
content negociation and do not require extensions in the URL - the server will send the file with the most appropriate extension for the browser.
Another possibility is that those site you see where an address of the form
http://somesite.com/advertise works might be because this is actually the address of a folder /advertise/ - the server then usually adds the slash to the address, and if properly configured sends you the default page for that folder. See
mod_dir for how to set this up in Apache.