You need first to define the size of a list like this :
3->dim(L1
(if you forget, you will have an ERR:Invalid Dim)
Press enter and you get a "10" as answer (don't worry it's normal).
You can find dim( in the [Catalog] and -> is "[STO->].
Then you could fill the list with some data like this :
2->L1(1)
3->L1(3)
Now When you print L1 you get :
{2 0 3 0}
First index is L1(1) not 0 (as usual).
You can delete the list by using DelVar :
DelVar L1
You can fill it with Fill, sort it, convert to matrix .... Simply go to the List menu (2nd + Stat).
You can iterate on the list using a for loop (no foreach, use dim(L1) for the upper bound).
More informations in the guidebook or you could also ask your questions on this calculator questions stack
Hope this help =)