First, please ensure you have signed up and created an account with MailChimp
Log into your MailChimp account → In the top menu area, click Lists → Click the Create List button → Fill in the requested information like List name & the email address you will be sending your newsletter from, etc. → Finalize creating your List
In the top menu area, click Create → Signup form → Embedded form → Select your list from previous step. After your Sign-Up form is ready you can find this link here (See Attachment 01)
Paste this link into Mailchimp Widget / Shortcode (See Attachment 02)