Step 1 - Go to the "Mail" section and click "Add mailing list" icon.
(see screenshot)

Step 2 - After going through Step 1, First enter the mailing list name, then its owner, choose the options for your mailing list and click the "Create" button.
(see screenshot)

IMPORTANT: The mailing list owner should be valid user within your account!

Please make sure that you are viewing the screenshots in their
original sizes as there is possibility that your browser is resizing
the images!!!

If you have more question regards this matter, please contact our
support team