Before scheduling a campaign, you must setup a project. To do this, click on the New button in the toolbar and give your project a name.
It is best to choose the New (enter name) menu item so that GSA will prompt you for a project name. Else, you will have to select the project by right clicking and choose Modify Project | Rename (additional steps).
You can create as many projects as you want with each having a specific goal. You can run one or more projects concurrently and set them to run for specified number of minutes. This lets you have full control over the number and timing of your backlink campaigns. You can also link projects together to create multi tier structures.
For all the Options have a look at the Edit Project Topic.