Hi Allister,
The Forum feature has a module control and several supporting pages. The Module control is just the list of forums and it can be placed on any page in the content system either in left center or right column. However, if there is no content in left or right and the forum module is in the center it will expand to use up the free space.
Once you click any link in the forum you move to one of the supporting pages like ForumView.aspx or ForumThreadView.aspx. These pages are specific to the forums and not part of the content system so no other content can be added to those pages using the content system. You can put things in layout.master of your skin and they will be on every page of the site including the supporting pages of the forums. On this site the menu is on the left and the google ads are in the layout.master file so these appear on every page including the the forum pages.
The content system pages are the pages that appear directly in the menu. The layout of those pages will adapt to the content. If there is nothing in the right or left then the center will expand to occupy the available room.
Hope it helps,
Joe