To add a Link List control to a page select the "Link List" control type from the drop down list in any zone on your page and click the "Add" button. Once you have the control added to your page select "Edit" from the drop down next to the control and click "Go", this will take you to the edit page for your links.
To add a link to this control click the "Add New Link" button and enter at least a "Title" and "URL" for your link. Once you have added all your links click "Save".