Zoho CRM Integration and Mail Chimp

I've recently been using Zoho CRM to Manage my existing and new leads, I have imported a list of Leads I've purchased and I'm now wanting to email all of these via Mail Chimp.

The only problem I have is that Mail Chimp will only email existing contacts and now leads.

My questions is how do you mail leads created in Zoho CRM via Mailchimp, do I need to do the following: -

1. Convert the Leads to Contacts

2. Add an attribute within leads

3. Select a different setting within MailChimp

Any advise on how to achieve this result would be much appreciated.