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

Next, either search Facebook Ads in the upper right search box, or click the Ads category, then click Facebook Ads.
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Then click Connect Account.

You will then be prompted to select the customer account which you would like to connect. Click the radio button next to the appropriate account, then click "Save".

If the account that you would like to connect is under a different FB Ads account, and you need to enter different credentials to access that account, click the button that says "+ Connect New Account", then enter the appropriate credentials, and step through these screens again.