There are three configuration windows in ClickMail. Internet Names lets you view, assign, and reassign email addresses for each of your QuickMail users. When you click the Friends button above, you get this screen. Here you assign incoming mailing-list messages to a QuickMail user, by putting in the return address of each mailing list that user is subscribed to. Here's the general settings screen, where you do the initial setup of QuickMail.
Balloon help descriptions of every item are built-in.
Most of these are default settings that you don't need to mess with.