After I create individual smart campaigns for each action I would like to score, how to does it attach to a campaign. I have read that I need add a "campaign requested" smart list step. Is that correct and do I need to add each individual action to each campaign I build?
Can you give us some more detail on what you're trying to do?
In a standard scoring campaign you'll have a trigger in the smart list like Fills Out Form, and a Change Score flow step in the flow of that campaign. Once you activate the campaign on the Schedule tab then it will fire every time a lead fills out a form. Any other scoring campaign is going to be similar, with the trigger action and the score value being the things you'll want to change.
I'm not sure what you mean by "how to does it attach to a campaign" though.