You may know this, but just for clarification, freewheel means a cluster of gears that are screwed onto a threaded hub as a unit. This differs from a freehub, in which a cluster of gears (cassette) are held onto the splined hub with a lockring (or for older freehubs, a threaded cog). Some people use the word freewheel when they really mean freehub or cassette.
For a threaded hub, you should be able to exchange freewheels of different brands without a problem. Most Campy hubs that are around are threaded for English thread freewheels. You can put an English thread freewheel on an Italian thread hub if you are careful. So yes, you can put a Shimano freewheel on a Campagnolo hub.