To have emails in a campaign appear as though they are in a thread:
1. Clone the the first email in the thread (e.g. "Email follow up #1")
2. Rename the cloned email to create the second email in the thread (E.g. "Email Follow Up #2")
3. Within the second email in the thread, add the new email content above the previous email content
E.g. Inside "Email follow up #2":
You can repeat this process (cloning the previous email and adding new content) for every email in the thread.