Your English looks better than many others'. I like that you are interested in lists because that is the foundation of AutoLisp. Except for Visual Lisp, almost everything in AutoLisp involves lists.
Yes, you can create an explicit list, as in (setq mylist '(1 2 3 4 5)) which is the same as (list 1 2 3 4 5), but not necessarily with everything inside the list.
But you can also build lists in pieces, either one by one or in chunks using the cons and append functions.
Say you have an empty list, like (setq x nil). You can keep adding items to the front of the list by, for example,
(setq x (cons 1 x))
which them makes x a list of one item, 1, so that !x looks llike (1).
Do it again...
(setq x (cons 2 x))
which turns x into a list of two items looking like (2 1).
You can do this as many times as you have memory for it, which with today's computers is relatively limitless compared to the actual lists you will ever need to create in AutoLisp.
So then let's suppose you create another list (by whatever means), say (setq y (list 4 3 5)).
You can then combine x and y using the append function, as in...
(setq xy (append x y)) which will result in '(2 1 4 3 5).
Then there's all the fun with functions like mapcar, subst, nth, member, apply, and the newer Visual Lisp functions like for sorting, removing, and retrieving positions.
F'rinstance (vl-sort xy '<) returns '(1 2 3 4 5)
And then there are lists of lists with which you can do all kinds of magical things.
Hey, I'm just a hanger-outer here because I have nothing better to do. Keep asking your questions and you'll learn a bundle when the big boys step in like @_gile, or @Kent1Cooper, or @ВeekeeCZ, or @Ranjit_Singh, or @dbroad, and a bunch of other wizards. We all love to help people learn to help themselves.