Hello @GusD ,
You click on an email campaign you've sent, go to the Clicks report, then export that file. Click here for a full guide on exporting specific info from an email campaign.
To make a list, simply select-all the contacts listed in the click report, click the Actions dropdown menu, then select the Add to List option.
To make it more automated, you can setup click segmentation for your links. When a contact clicks the link, they'll be automatically added to the list you specified.
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