You can start a campaign with a newly imported list by going to the "properties" section on the left hand menu. From here you can select "filters" and find the specific "tag" your imported list is tagged with.  Then, you can simply "select all" records on this list, click the "action" button and then "add to campaign."  Before doing so, please make sure you have all of your SMS settings set-up.  You can locate SMS settings in the top right corner of your screen under "settings."