Hello Nele
If you want to see emails sent via ClickDimensions in activities, then you will need to make a workflow based upon the Sent Email entity that will create a new activity record when a new Sent Email record is created. As a word of caution, doing this will create a lot of duplicate records in your environment (in that you'll have multiple records that are both representing the same sent email) and if you are sending a large number of emails, running this workflow could cause some slowdown in your CRM since you would have thousands of workflow instances firing.