actuallly, it can be a bit tricky with campaigns when you want to do something more than a linear mission 1,2,3,4, and especially if you want weapons carry over.
but as others have said, the basics are, any mission you ever made goes in a folder off the ~Missions/ folder
eg
MyCampaign
MyCampaign/Missions
MyCampaign/Missions/One/
MyCampaign/Missions/Two/
MyCampaign/Missions/Three/
You don't touch
nada inside any of the mission folders One, Two, Three, OneMillion, they are *exactly* as per any normal SP mission and play the same.
The *only* actual requirement is that you create a description.ext in the root directory (MyCampaign) that describes HOW each of these missions will be sequenced.
CampaignMaker from my webstire is a tool that will automate all the messy bits of adding/deleting/inserting/moving/re-sequencing all those missions (it builds a description.ext)
there's a few more goodies in the tool like selective weapons carry over, common sound files, single stringtable, things like that.
if you want to read the nitty gritty of campaign stucture, the *specifics* of what is needed in this unique (not mission) description.ext read
this.