If you have selected the Category & Search, or Search Only subtype, you will see the Search section.
If you selected the Category Only subtype, you will not see this, and will proceed to the next stage.
To add a search term, you will need to enter it into the box shown below and then click on the "add" button to the right of it. You will be able to see a list of all the search terms you have added as they will be listed just underneath the text entry box.
Adding search terms that are not relevant to all products in your campaign will result in your campaign being rejected. Ensure your search terms are relevant.
Once you have added all of your search terms, you will need to click the "Next" button underneath the list of search terms.