Distribution lists are groups that you can set up that will help you keep your contacts organized. These are helpful when sending marketing pieces because instead of selecting each recipient individually, you can send to entire groups.
To create a new distribution list, please go to the Contacts tab. This brings you to your Contact page where you will see a box for all of your contacts on the left and box for Distribution Lists on the right. To create a new list, click the “New” button at the top of the distribution list box. Name your list, and then click 'save'.
You can also create Distribution Lists while importing your contacts, on final step before ultimately importing your contacts! Check out this article for more info.