By using the Campaign icon. I do not recall the the letter tied to the icon, however, you can access the icon bar easily enought by pressing "C". At the top of your screen, the icon bar will appear and you can click the Campaign icon and it will open up a window, showing the current running campaigns.

Select a campaign you want to join and left click it to bring up a drop down menu, which will allow you to make it your "Home" campaign. Left click it again to select "Join."

These steps may not be precise but, it should give you the idea of how to manipulate the window.

perfect, never noticed the icon on the far right side of the L option screen, cheers.