How do I select my accounts/leads and add to an existing campaign?

How do I select my accounts/leads and add to an existing campaign?

Hi,
I have worked with other CRM´s before and I could do:
open/start new campaign (example "Christmas cards 2010")
add my contacts/leads by selecting to this campaign
check it by viewing each contact/lead that they were add to the campaign (in Zoho would be displayed under contact, like note, email, activities etc.)

In Zoho, I can not do that, or?
I need another "Field" or how do you call that!?
Example Display: Lead
My CRM looks like: Lead Information, Address Information, Description Information, Attachments, Open Activities and so on.
What I need is another "Field" called "Campaign" where I can add campaigns to that lead. (see top)

Can anyone help me to set up this new view and how to add the campaign to each lead/contact? I am not sure Zoho has that feature.

Kind regards
Thomas