Confusion about integration of Campaigns w/CRM

We use both CRM and Campaigns. I get how to create a campaign in Campaigns to mail to - for example - all our Contacts and Leads. We do a monthly blast that way and it works very well.

We have other campaigns in CRM that are smaller subsets of contacts - for example, just people who have asked to get information about our workshop series. I'd like to now do a blast to them from Campaigns. How do I get the two applications to talk to one another?

Thanks!