the system in the TW rulebook is pretty good for setting up a campaign but is missing stuff like maps, movement, politics and finances. I'd recommend the book 'Wargame Campaigns' by CS Grant (it is old but has some very useful ideas in it). You could also look at 'War Game Campaigns' by D F Featherstone.
I'd also say that C S Grants books 'Scenarios for Wargames', 'Programmed Wargame Scenarios' and 'Wargames for all Ages' are very good books for planning 'brances of a tree/narrative' based campaign where you've already chosen the possible battles and the win or lose changes the next battle according to the campaign tree - with a bonus to the winner and problem to the loser in the next battle. I think there was some stuff in Stargrunt 2 (free from GZG) about campaigns too.
You can do simple narrative one's like this:
or map based
Good luck, let me know how you get on,