The option to add a YouTube video when creating a new campaign is found on 'Step 2. Campaign Body and Media'
Under 'Campaign Primary Media' click on Video. You will then be prompted below, to type in your YouTube video's URL.
NOTE: ***The video must be made public for it to be visible on the campaign page. A private video will be restricted from your campaign audience.***
Once the campaign is published, your video will be present in the middle of its landing page. (Pictured below)