When working with the Marketing Campaigns it is possible to have them rendered as normal cms content, eg. as pages.
You can add them to content areas and render them with partial renderers. But for some reason it is not possible to add your campaigns to a Link collection. This should be as normal as dropping a campaign in a content area.
If you try to create a new link in a link collection there is no way to add a campaign here, but if you take the relative path of a campaign page and put it as an external link it will create the link and display it with the campaign icon in the link collection. But if you click edit on this campaign link afterwards it is not set to any data, only a link name.
Thanks for the report. I agree with you, you should be able to select/add campaigns and promotions to a link collection. I'll register an issue for it, and lets see what we can do.