When you navigate to the WAF section from the main navigation menu, you can see the Lists as a tab next to the Policies tab. In this tab, you can view the lists you have created. To create a new list, press the Create List button and enter the name and type of the list you want to create.
After this action, you will be directed to the list editing page. You can add values to your list by clicking Add Content.
You can enter the values and comments you wrote one by one or import them from a CSV file. Merlin will only read the first two columns of your file, with value in the first column and description in the second column.