There are two different types of Mailing Lists in Salesforce, Static and Dynamic. Static Lists require you to add contacts to them. Dynamic Lists are auto updating based on criteria you set, in our current setup we use Campaigns to add contacts, but there are other options as well.
Statis Lists are added to by going to Prospects and filtering it down by some search, and then either add the whole list, or selecting individual members and added them that way.
Dynamic Lists Rules are set when you create (or edit) the list. There are many options to query from, but the one we use the most is Campaign. Pardot Lists can use SF Campaigns, but they aren't actually Campaigns themselves. We've named them simalarly, but they are different things. By adding contacts to the Campaign, they will be added to the Mailing List.
