Now that that's out of the way, this is a good time to let you know why you should add your accounts to the Facebook Business Manager. Simply: you want to add these accounts so you can fully take advantage of all the functionalities of the platform. More specifically, the part where you can create just one ad campaign but launch them on all platforms at the same time.
If you don't connect your other accounts early in the process, you might have to start a new setup each time you create a campaign for the other platforms (Instagram and WhatsApp).