Hi Jonathan,
Firstly the beauty of campaign and aem integration is no need to worry of consumption of custom components of aem in campaign. it is by default with one time configuration setup with out any further change required campaign pulls content from aem through http.
If your web templates and components are not in html format then you need to convert it. Design importer can be handy to you and more details at https://docs.adobe.com/docs/en/aem/6-2/author/personalization/campaigns/landingpages.html
(1) How do I build templates and components in my AEM 6.2 codebase?
I would first with adobe training to gets familiar with.
Where should they go? What files do I need? What elements are required?
It needs to go into aem repository. Need html and mapping of elements to components.
(2) Does Adobe have any good documentation about how to build these into our codebase?
Start with https://docs.adobe.com/docs/en/aem/6-2/develop/the-basics/website.html Though the example is for site & your usecase is email. The documentation refered gets you hands on & at the end for Campaign/AEM integration email template is an web page.
(3) Is there a GIT repo that I can clone that demos how it all works?
The git repo is https://github.com/adobe-marketing-cloud However for your use case if you install fresh aem instance should have the sample demo inbuilt already and no need of Git.
P.S:- If possible for further followups split your questions into multiple threads so that chances from many experts in there area can pitch in. Having all query in single thread easy your jobs on the other end loosing specialized areas expert opinions.
Thanks,