1 - Log in to the Control Panel. More information on this can be found here.
2 - Click on Manage next to your Domain Name
3 - Click on Distribution List
4 - Here you can see existing Distribution Lists. Under Add New Distribution List fill in the details. Un-tick "Require that all senders are authenticated" if external people need to be able to send to it.
5 - Managed By is who can manage the distribution list and Group Members is who will receive emails from that group. In Members pressing CTRL will enable you to highlight multiple users then click the arrow to move them into the group.
6 - Users are in the group then press Add to action this
7 - You will see Please wait…. for a period of time
8 - After a moment you will see operation was successful