There are a couple of different ways to create a campaign, and you can add messages to a campaign before or after you send.
The easiest way to create a campaign is the following:
Go to the PoliteMail tab in your main Outlook window > Campaigns
Select New and then enter in a name for the campaign. Then select Update.
You can now assign a message to a campaign in two different ways:
Open a new e-mail.
From the Message tab, turn tracking on and select Assign to Campaign to choose a campaign.
Navigate to PoliteMail > Results and select the message(s) you want to assign into a campaign.
Select Actions > Add to Campaign