Go to Marketing > Email > Contacts and click + Add Contact. Fill Name and Email Contact, leave Receive Email? ticked if the person agreed to receive marketing emails, and Save. Both fields are required (Name empty / Contact empty). The contact appears in the Contacts table (ID, Name, Contact, Date Added) and can then be added to lists. You can also create a contact from inside a list with its + Add Contact button, which additionally lets you tick which lists it should join.