The first chance you will have to create your campaign is during sign up! The last set of questions signing up is "What are you looking to do?". If you pick the first option this will lead you to set up your first campaign!

The other option to create your first campaign (or any campaign) is by clicking on the campaign type in your dashboard. This will start the guided setup!

If it's not your first campaign but you are starting a new one click the + New button in the top right corner.