There are a couple ways you can add profiles to a list, but it sounds like you're specifically looking to add a group of profiles to the same list.
This is typically done by running a filter and clicking on the Actions dropdown menu in the upper right-hand corner of your screen. From here, you would select "Add all to list..." and select an existing list or create a new one.
If the profiles you're adding to a list do not share any commonalities you can filter by, you can also scroll through the list view of your People section and add individual profiles to a list by clicking on the ⌵ icon in the upper right-hand corner of the profile section.
Complete and current information on how to use NationBuilder is available in the documentation section.