Tealium doesn't track this data automatically - you would need to send it when your app is launched from the ad link. This should be fairly simple for your developers to do.
We do, however, have modules for Android and Swift that are able to track installs coming via the Google Play store, and Apple Search Ads respectively. In the case of Google Play, we use the Google Play Install Referrer API, which passes utm parameters through to the app, which are in turn tracked by our Install Referrer module: https://docs.tealium.com/platforms/android/referrer-module/. For iOS (Swift), you can find the documentation here: https://docs.tealium.com/platforms/swift/module-list/attribution/.
I hope this helps. Let me know if you need further clarification.