Go to the fundraising page you want to connect to and click Connect Fundraiser. You then create your own fundraising page, and its donations are allocated to the parent fundraiser.
The button only appears when the organizer of that fundraiser allows connected fundraisers. If you cannot find it, they have switched the option off.
Tip: to create a team page with individual campaigners, first create a connected fundraiser and give this page the team name. Individual fundraisers can then be linked to that page.