In other words, rather than have a single hub for all these games, Activision has created two but you can't access Modern Warfare II, Warzone or the DMZ without first accessing the main Call Of Duty HQ app!
From COD HQ, head to the Modern Warfare III section and select the Campaign tile. Even though the game has already launched, we don't want to spoil anything about it. Follow the prompts when starting the Campaign to choose your difficulty setting and then get right to it.