When creating a new Lead Capture form you can choose to send submissions directly to your Mailchimp account.
Step 1 - Add A New Provider
Under the integrations tab select 'providers' and click the 'add a new provider button'
Step 2 - Connect To Mailchimp
Enter your Mailchimp API Key as shown below.
Step 3 - Select Your List
When someone opts-in to your form their details will be added to a Mailchimp list of your choice.