At the first step of creating a campaign, you can pick the "From address". If you don't find the "From" address you would like to use from the dropdown menu, choose the option "New address" from the dropdown. Write the name and the email you want to use to the empty "Name" and "Address" fields below. Then click "Continue".
If you already have the email you want to use in the dropdown menu, but you want to change the name that goes together with the email (or vice versa), you still have to choose "New address" and write the name and address again. Next time you send out your newsletter, the "From" address you used last time will be saved to the dropdown menu as well.