No, if you create a Campaign in the wizard but get interrupted or are not able to finish creating the Campaign right away, the Campaign will remain available until you are able to complete the setup. Make sure you 'save' your draft Campaign before exiting the wizard.

To return to a draft Campaign, select Active from the Texting menu and you may view all Campaigns with a "draft" status from the list or filter by status. 

Select the draft Campaign you wish to complete and launch, and click View.