How do I add a lead to my campaign created by Marketing Hub?

So I've just sent my first email campaign from Zoho Marketing Hub and it has auto created a campaign in Zoho CRM for me. It's got some really good stats which is great for the sales team to see.

The email I sent linked to a webpage which contained a form created using Zoho Forms. The form has pushed the submissions into Zoho CRM as a lead. How do I add these leads to my campaign in Zoho CRM? When I click on the "Add Campaigns" button on the lead itself it doesn't show the campaign that was created from Marketing Hub?

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