[SalesForce] Confusion with CampaignMember Object

You can assign a campaign to the Opportunity's primary campaign source by:

CampaignMember campaign_member = ...;
Opportunity newOpp = new Opportunity(
    ...
    CampaignId: campaign_member.CampaignId,
    ...);

Check the sforce api for Opportunity here.

You can assign a Campaign to an Opportunity after it's converted by adding the Primary Campaign Lookup field to your Opportunity. 100% of the revenue generated by an Opportunity is tied to whatever campaign is listed as the Primary Campaign

Primary Campaigns are assigned automatically using the most recent campaign on the lead during lead conversion IF the opportunity was generated during conversion, or using the most recent campaign on the Contact record IF the Opportunity was created from a Contact record. If neither of these instances occur, the Primary Campaign will be empty on newly created Opportunities (unless you create a process, flow, or apex logic to auto-populate it). In these instances, you can assign a campaign to the Opportunity manually using the Lookup field.

"Campaign Influence" is a related list that you can also include on your Opportunity page layouts, it allows your reps to add an Opportunity to other campaigns and can be used to track any campaign that had any influence at all on the sale. Campaign influence can be nice to see how many campaigns touched a contact/lead/opp before it closed. It also has some ties into Contact Roles. It's not necessarily what you need for this particular issue, but worth noting - you can read a bit about it here: https://help.salesforce.com/articleView?id=campaigns_influence_original.htm&type=5

There is also "Customizable Campaign Influence" which is a newer version of Campaign Influence that allows you to decide how credit is assigned to each campaign that contributes to bringing in the opportunity, you can read about that here: https://help.salesforce.com/articleView?id=campaigns_influence_customizable.htm&type=5

Also this is a pretty helpful article I've read in the past regarding Campaigns and Influences in general that may be helpful: https://www.leadmd.com/best-practices/blog/marketing-attribution-salesforce-part-i/