The New Campaign Setting option is available when you install Outbound Campaign Management for Salesforce Cloud package version 2.1 and later. When you create a campaign setting in a multi-org setup, this option allows you to select the specific Genesys Cloud organization. If you have upgraded your package to 2.1 or later version, then you need to add this option to the Genesys Cloud Campaign Settings in the Campaign Management Lightning app.

To add the New Campaign Setting option:

1. In the Salesforce UI, click Setup.
2. Search for Page Layouts in the Quick Find box. 
3. Navigate to Object Manager > Genesys Cloud Campaign Setting > List View Button Layout.
4. Click Edit in the existing layout named List View.
5. Under Custom Buttons, move the New Campaign Setting button from Available to Selected Buttons.
6. Click Save.

For more information, see Configure Genesys Cloud campaign setting information and Set up campaign management in CX Cloud from Genesys and Salesforce.