Or you shouldn't.
It's not my decision to make.
What you need to do is have a portfolio.
You need to have something showing your craftmanship as a writer/art director/graphic designer, your style and problem-solving skills and evidence of your understanding of how advertising works.
However you get to that point is up to you.
My only advice is to be amazing.
Here's some reading as you weigh it out. If this doesn't help, try Rock, Paper, Scissors. (Remember, rock always wins. Always.)
Some of the Pros & Cons of going to School
Some Portfolio Schools to consider
How to apply to portfolio school
What's Portfolio School Like
The POV of two Portfolio Schoolers
The POV of two Non-Portfolio Schoolers
Some things you won't learn in portfolio school