First, navigate to the campaign where you'd like to connect the Yelp integration, then click "Integrations" from the menu on the left side of the screen.

Next, either search Yelp in the upper right search box, or click the Local category, then click Yelp.
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Then click Connect New Account.

In the window that appears, enter your Yelp Business ID.

You can find the Yelp Business ID in the URL for the business page. The ID appears after www.yelp.com/biz/ in the address bar, and is generally composed of the name and location of the business separated by dashes. For example, the Business ID in the following URL is "yelp-san-francisco": www.yelp.com/biz/yelp-san-francisco.

Once you've entered your Yelp Business ID, click "Save".