From here, you will need to ensure you are logged in to Mailchimp, if you aren't you will be directed to log in and authorise to sync your contacts and then select the Mailchimp List to sync your ticketholders with.
If you do not wish to add to an existing database list, you can create a new one with the database you want to use in Mailchimp before you do the sync with Eventfinda. When syncing, you will be asked what list you are adding these customers to.