If your campaign has only one target, and no split testing set up on targeting, then all your ads will be automatically put into the same adset. If you want to ensure more even distribution of impressions on your ads, you can choose to create your campaign with one adset per ad. Learn how
To split test on targeting, select a targeting option to test in the popup between steps 3 and 4 in campaign creation. Since adsets can only have one target, AdEspresso will create different adsets for each test segment selected.
For example let's say as part of your campaign targeting you selected two interests, cats and dogs, and you choose to split test on interests in the popup. This will create two adsets; one will target those interested in cats, and the other, those interested in dogs. Any other targeting options selected will remain the same in both adsets. Your creatives will go into each of the adsets as well. So if you have two creatives and two adsets, then four ads will be created divided into the two adsets.