Have you enable the campaign inspector?
If you go to Marketing activties it will be a tab between MArketing activties and campaign queue.
If you don't see it you (an admin) can turn it on from admin -> treasure chest.
Then when you open it there is a search box at the bottom and if you type "add to sfdc campaign" there it should list all the campaigns. Then you'll have to go through the campaigns i by 1 to add your new fow step.