How can the job be filled when they JUST advertised it?

That depends on the company and the position.

Among the possibilities that occur to me off the top of my head:

(1) Many companies do an in house job search first but may be required to advertise for all positions in a public forum. In such cases, the public release for the open position often occurs after the in house search is well underway.

(2) Some companies may have filled a position through private recruiting or by private search but, as above, must post some/all positions publicly. In most of these cases, the public postings occur after the position is already filled. They use the posting to build resume banks.

(3) Some companies use that excuse to mean "we don't think you are right for this position." It's an easy, and cheap, way to let people down.

Most companies have strict rules that ALL jobs must be advertised when there is an opening. In many, many cases the people hiring already have an internal candidate in mind.... which makes everyone else out of luck.