If direct mail is offered in a custom campaign template, it will either be a letter or a postcard. If the campaign you're working in uses a postcard, you will have to start over with a template that uses a letter.
In the Campaigns tab, click "Create Campaign."
On the lower right-hand side of the campaign preview, you'll be able to see which templates offer direct mail and whether it is a postcard or letter.
Once you've chosen a template, simply continue through the steps of the Campaign Designer to create your campaign.