The Facebook Pixel you created will be automatically assigned to all campaigns you create. So you don't need to worry about assigning it (as needed to be done with the old pixels).
But you do need to assign conversions you wish to optimize for to your campaigns. Alongside creating different audience lists that you can market to, this is where the real power of the Facebook Pixel is born.
Source: https://www.adgo.io/blog/2016/12/22/how-to-install-the-facebook-pixel-a-step-by-step-guide
Image: https://webcdn-adespressoinc.netdna-ssl.com/wp-content/uploads/2017/09/Guide-Fb-Ad-Opt-Chap7-img-05-1.jpg