If you want to host the JavaScript file on another server, make the file available at http://advertiser.wbtrk.net/js/advertiser.js on that server. As soon as the file is stored there, enter the URL to your JavaScript without protocol (e.g. "HTTP://"), as this is set automatically by the plugin.
If your page is entirely or only partially accessible under HTTPS, then the file to be reloaded is also retrieved via HTTPS. Therefore, make sure that the stored URL is available under both HTTP and HTTPS.
Do not change the name and/ or content of the file. Otherwise, the loading of the file will not be prevented by ad blockers and/or the recorded data can no longer be correctly recorded.