SEMrush gathers display advertising data very differently from their keyword data. SEMrush has a bot that is sent out to crawl the internet to look for any display ads it may find within the AdSense network. All of this data is then added to their databases and can be viewed whenever you query a domain that AdSense ads have been found to be placed.
This bot is always crawling to ensure that we find the most up to date information for this database. Also, please keep in mind that this is a newer tool which is in Beta. There may be times where SEMrush will not be able to find information on some domains but is a process that is constantly trying to be improved.