I want to know about how to set campaign and how to select ad groups?

You have to register with an ad network that allows segmentation. I know that InMobi and Playnomics give you that option. Then you register your app and integrate the ad network SDK into your app.
Once you've done so, you'll get the options to start campaigns(and a lot more!) in your dashaboard.

I work for InMobi so if you need any help at all with starting an ad campaign, do let me know :)

Ya i agree with those sayings of sohanm about the ad groups

Yes Sohanm is right about ad groups.

I'm not sure what SohanM is talking about, but something tells me he's talking about Google AdWords and AdWords Campaigns and Ad Groups. Am I right, Shree?

Have you had a chance to figure it out yet? It's pretty straight forward and Gooogle gives you a lot of help getting started.

From google adwords campaign's itself options to create the ad groups.

You must see the tutorials or videos for help because it will not b easy foy the new one to learn it like that