ecco cosa ho trovato:
inserto: s.m. file, dossier; (fascicolo di giornale) insert, inset; (di cinema, tv) commercial: hai visto il nuovo - del giornale?, have you seen the new insert of the newspaper?; - pubblicitario, advertising insert; - economico, economic insert.
The colour magazine that comes with a sunday newspaper is usually called a supplement. Nowadays weekend broadsheets mostly have several sections. The irritating advertisments that fall out are called flyers.
We don't usually talk about inserts; although that may be used as a technical term I don't know.