If you want to create Mail Server policys you should do so in teh SMTP server, under the Policies tab. Here you can create policeis for Everyone, Groups, and individuals. More specifc info on how to set up these policies can be found in the Help file.
If you mean set up a mailing list, then that is not currently supported by WinGate. However the file system for WinGate mail was designed to be file and directory layout compatibile with the EMWAC mail server, so any third party add-on for that server should work with WinGate mail as well.
For instance, there is a mail list processor called DOlist which should work.