UTM tags are setup on an ad level in Facebook Ads.
When you look into your ad details, you will see a box called
Tracking for each of ad. Under Tracking look for
URL parameters (optional)
Whenever possible we recommend using variables, as this will reduce the amount of effort required to tag your campaigns.
We recommend using the below UTM tag structure for passing maximum information to Google Analytics.
You can simply copy & paste the code below to all your campaigns' ads:
To learn more about how UTM variables work, refer to this Facebook documentation.