Campaigns make Grand Strategy different than the other RISK games.
Campaigns in Grand Strategy bring the concept of a persistent online user experience to the game of RISK.
In other RISK games, you play a game, you win or lose, your score moves up or down on a leader board, and that's it: you're done. There's no larger persistent world to tie the whole experience together.
In Grand Strategy campaigns, two factions fight for victory in one grand war. When you join a campaign, you choose a faction. Each separate RISK game occurs on a territory map. A campaign overworld map links the territory maps together. As games are won and lost, the factions gain and lose territory and victory points on the overworld map.
Here's an example of an overworld map. The two factions are separated by the river. The flags represent territories that each faction controls. You will simply click on a faction map to join a game in that territory.