You can add contacts to a call list from the contact screen in Zenu.
If you filter your search for your contacts in the contact module, then you can either select the contacts individually by clicking on the circle beside their name, or alternatively you can "select all" using the button at the top of your contacts.
Once the contacts that you wish to add to a call list are selected, select the Actions button and click on "call list".
You will now have the option to either add these contacts to a new call list, or alternatively, you can add these contacts to one of your existing call lists by choosing the appropriate tab.