To connect your advertising accounts to Funnel, select Data sources in the left hand navigation bar:
Hit "+ Data Sources" to open up the ad platform selection popup:
Find the advertising platform you want to connect and follow the instructions. How to connect may vary depending on how Funnel integrates with each platform.
If you can't find the advertising platform you're looking for you can add it. Scroll down to the bottom of the popup and hit "Request new connection":
Each advertising account you add will show up on the Ad accounts view. You can see their respective status, remove them as well as reconnect them if necessary.