This guides elaborates how you create lists and data fields. Lists can be used for segmentation and data fields can be used to collect information about you subscribers. This information can then be used for segmentation. The guide also elaborates how you can import and create a sign up formula on your website.
In Ubivox we create a URL with a subscribtion form that you can use on your site, the guide here shows where to find it and how it looks and what parameters and HTML you need to have to make your own status pages.