Create a Distribution List as an Administrator in Office 365

A distribution list can be used when you want to send email to a group of people without having to type each individual recipient's email address, usually organized by a particular discussion subject or department (such as "Support").

First, open a web browser, go to admin.microsoft.com and sign in.
On the left pane of the screen go down and click Exchange.
You will be redirected to the Exchange Admin Center.
From here click groups under recipients.
Click the drop down next to new office 365 group and select distribution list.
Create a display name for the user.
Create an alias which is used to generate the groups email address.
You can add owners to the group or members by clicking the plus sign and choosing the users you would like.

Note: owners do not have to be members of the group
You can also choose if you want the owner to have to approve users joining the group and also choose if members can leave or if the owner has to remove them.
Once you pick your options click save.
You will see the distribution list added to your list of groups.