If any urls in the "Capture Data" or "Display on-site" part of your campaign redirect to another webpage, then your campaign will not function properly.
How to fix
Click on the links in the "Capture Data" and "Display on-site" steps of your campaign. Please check if any of the urls redirect to another webpage.
If you're not trying to capture conversions in your campaign, then there is no need to check the Capture urls.
Now remove any redirect urls and replace them with the url that is the final destination.
For example, let's say example.com is one of your Display urls and it redirects to example.com/checkout. You'll want to remove example.com from the "Display on site" section and add example.com/checkout (since this is the final destination). Please make sure that the pixel is installed on this page as well.