Just created an Advanced Search Ads account.
My dashboard only shows a campaign group I created.
I cannot see an option to link iTunes Connect, or create a campaign.
How do I get started from here?
How do I create a new campaign from a campaign group
A campaign can have multiple ad groups, an ad group can have multiple keywords. To create a new campaign make sure you press on all campaigns (top left corner on top of your apps name), you will see a create campaign button. If you just released your app and you can not find it in "Which app do you want to promote?" just wait for it to appear (it might take up to 48 hours)
If you face other problems checkout this : https://searchads.apple.com/advanced/help/
There's a solution here from @frostriven https://developer.apple.com/forums/thread/92832?page=1#763832022