Campaign setup screen can be accesseed from the Settings button at the bottom of the side bar. This button can be clicked only by the user with inhouse admin access.
If you are setting up a campaign for the first time, click Add button above the list of campagins and follow prompts.
If you have added a campaign before and are editting an existing campaign, find the right campaign manually or by using the search box there and click Edit Campaign icon in the Actions column.
Now, campaign setup screen with multiple tabs is open. You can setup detials of the campaign in the screen. You can have multiple campaigns running at any one time.