The easiest way to add contacts to a campaign is Drag and Drop them onto it.

Open the Contact List and Campaign window. Select Contact(s) and/or Group(s), then drag and drop them onto the campaign name.

See the animated demonstration on the right..

You can also add contacts to Campaigns automatically using the Mail Maps.

This option reads your Email looking for lead Emails, i.e. Emails that contain leads you purchased.

When one is found the lead contents are extracted and entered into the contact list. One of the mail map options is to enter the lead into one or more campaigns.