After creating a Salesforce Campaign Campaign Members are created - (the Salesforce Leads who are associated with the Campaign). 

As standard, Campaign Members can have a status of 'Sent' or 'Responded'. This relates specifically to the EDM (Electronic Direct Mail) associated with the Campaign (this feature is no longer in use as it was a component of Campaign Monitor which is a deactivated external programme). 

Step 1 - Navigate to Campaign from your Salesforce App Launcher:

Step 2 - Once you've clicked on Campaigns, change your Campaign list-view to All Active Campaigns (as shown below). 

You can then sort the list by the Start Date column by clicking on the header and changing from descending to ascending order:   

To view the Campaign Members (e.g. Leads), click on the Campaign's "Related" tab and scroll down to the Campaign Members related-list. Then click on "View All": 

From this list, you can click on each lead and proceed to contact them, adhering to the existing sales business process as defined by your Sales Manager.

You can read more about the process of managing leads including the lead conversion process by reading the guide:  Managing Salesforce Leads

If you're working with a lead which isn't already listed under the Campaign Member section of a Campaign and you want to associate it to it, you need to follow the process below. An example of this situation is when someone contacts you and advises you that they heard about St John after attending a recent Sales Expo. 

Step 1 - Navigate to the Lead record 

Step 2 - Click on Campaign History  - as shown below

Step 3 - Click on the drop-down arrow and select Add to Campaign: