On your Apps & Integrations page, which can be found by hovering over the Profile Menu (your name at the top right) then clicking 'Apps & Integrations'. You will see a Distribution List Widget box. This will allow you to generate code to create a capture widget on your website page.
Simply select the appropriate fields you would like the capture widget to contain, select which list you'd like to add these contacts to, then click Generate to generate the code to add to your website.
This code can be used on your website to create a Distribution List sign-up widget that will let folks sign up directly as contacts on your selected list!