Do you mean you have an existing campaign advertising a website and want to advertise another different website? If that's the case, just create another campaign.
I have already set up on website, but want to add a new campaign with a new site, not sure where to do this. thanks...!
I gather you'd need to purchase another domain name (goDaddy.com) and then (if you are using Google), create another campaign. Depending on what you have currently setup for Google Adwords, it may ask you if you would like to upgrade (or something like that). It costs nothing to do that.
It is really very simple and I think you might be over complicating it a bit. (It isn't web design or particle physics.) You just create a new campaign and target the new page with that campaign. That is it. Hope it helps.
with really simple questions like this you should use the help centre on Adwords - it will explain everything you need to know in a better format than you will probably be able to find on here