For some users, creating a new Campaign record in Salesforce can be impossible due to the New button not appearing after clicking the Campaign tab. Here's a few things that can help you determine why this might be happening.
1) Check to ensure that the Salesforce user is a marketing user, which gives the user access to creating Campaign records. Go to Setup > Administer > Manage Users > Users > click on a user: check to see if "Marketing User" is checked.
Happy emailing!