Can I see which ad or campaign brought in a particular order?

Yes, when the customer arrived through a tracked link. Open the order and look in the Customer & Shipping card. If tracking data was captured, you'll see Marketing attribution with:

• Source, for example google or instagram
• Medium, for example cpc
• Campaign, the campaign name from your link

A tick for gclid or fbclid means they came from a Google or Facebook ad click.

This records the first source that brought the customer to your store. If the section is missing, the customer came directly or through a link without tracking tags.