The following documentation explains the process of creating a distribution list using the Outlook Web Application (OWA). Creating a distribution list can only be done when using the full version of OWA only available by using Internet Explorer. Internet Explorer is the only browser that has all possible features and tools of the OWA.
Select the contact and then click Members ->.
Repeat steps 6-7 until you have all desired contacts added.
Click Save and Close and your distribution list will be created.