Use cons, or cons-immutable to make lists or dotted pairs. cons-immutable creates an immutable dotted pair. You can also create full lists using the list function:
If you wish to have a richer palette of tools for list creation, include SRFI 1. To create a list consisting of n copies of the same fill value, use make-list. You can also create a list consisting of several values, with the last forming the tail of the constructed list, using the cons* function.
%begin scheme%
> (require (lib "list.ss" "srfi" "1"))
> (define c (cons* 1 2 3 4 5))
> c
(1 2 3 4 . 5)
> (define d (make-list 15 #\c))
> d
(#\c #\c #\c #\c #\c #\c #\c #\c #\c #\c #\c #\c #\c #\c #\c)
%end%