Preparation
You'll first want to make your Sign Up Form, so see this guide if you haven't already.
You'll also need to have already created the Contact List which your Sign Ups will be added to.
Create The Automation
Firstly, navigate to Sign Up Forms: Automations > Sign up Forms. Click on the name of the Sign Up Form to open its settings up:
Click on the Admin tab to open Admin Settings:
Scroll down to Copy Sign Ups and select the Contact List you would like your sign ups to be automatically added to where it says "Add Sign Ups To Other Contact Lists":
Important Note
This will not retroactively add existing Sign Ups to the Contact List, just the future Sign Ups will be added to your selected Contact List.
To add your existing Sign Ups as well, do the following:
Click the Sign Ups tab:
Click the checkbox at the top of the leftmost column to select all (and confirm select all if you have multiple pages of Sign Ups). Click "Add Sign Ups To Existing Contact List"
In the modal that pops up, select the Contact List you would like to add the Sign Ups to and click OK