How do I 'add mail list' in Zoho CRM?

How do I 'add mail list' in Zoho CRM?

I am looking to create mailing lists for the contacts that we have in our Zoho CRM. According to your user guide this should be an option on the contacts tab of the Zoho CRM but I cannot locate this option anywhere.

Can anyone point me in the right direction as to how I do this?

Many thanks.