A campaign is one set of data attached to a website and other marketing methods. You would typically set up one campaign per website, or one campaign per landing page, depending on how you run your marketing.
You can add a new campaign by clicking the campaign menu > add campaign. You will be prompted to enter the basic campaign information to set it up.
If you are on a free plan, and choose to add a new campaign, you will be requested to enter billing information to continue.