1) On the dashboard click on "Campaigns" under the "Tools" section on the left.
2) Click on the Call or Sms button depending on whether your campaign is a SMS campaign or Call campaign
4) Save the campaign by clicking Add
PS: If you want to send a transactional SMS campaign, you need to create a transactional SMS template and choose it in the "New campaign" popup. This page has more information about how to create sms templates.