The easiest way to make a list in TypeMetal is to start typing some text and then type Cmd+] to turn the text into a list item, as described in Working With Lists. When you press [return] at the end of a list item, another item is automatically created below it. When you’re done typing list items, you can type Cmd+[ to exit back to writing paragraphs.
This is meant to be simpler and quicker than manually inserting a <ul> or <ol> element and then inserting items (<li>) within it (since that’s more typing, and lists and list items always go together in ways that TypeMetal can more intelligently help with). But you can also explicitly insert a <ul> or <ol> element at a suitable location if you want to, using the Adding HTML Elements and Snippets. Type Ctrl+/ to get the autocompletion popover, or look to the “Structure” menu’s “Insert…” command.