Before creating and running adserver campaigns you need to set up zones and groupings. To do this go to Site Ads and in the zones tab there is a link to edit zones and groupings.
What are Adserver zones?
Adserver zones represent specific areas from your website (with a certain size: width & height), where a banner will be displayed. Those can be defined using CSS selectors, the same way it works with content campaigns.
What are Adserver groupings?
Adserver groupings are user for reporting and allow grouping banners under a name. One campaign can have a specific grouping. If you have multiple campaigns under a grouping, you can see summed up reports for that grouping.