Are you sure? I just installed it on Android and can't find anything about lists in the settings.
Tried searching and I can't find anything about subscribing to lists on desktop either, only a few discussions about the default set of lists they use.
Assuming it's the same as on desktop, go to settings->shields->content filters. They have a bunch of default filter lists you can subscribe to or you can add your own. You can also create your own custom filter rules. You can also do it semi-automatically by right clicking (no idea the equivalent on mobile) on an element in a page and there will be a "Block Elements" option that does a pretty decent job of wildcard blocking the element group you selected, and can be configured pretty easily with the popup.
