Directory lists and others (extension, file, etc) that are used for exclusions/inclusions, are applied to a Malware scan configuration, which is then applied to a policy. 

You can view all lists, and Malware scan configurations from the "Policies" tab.
In the navigation pane, expand "Common objects"-> "Lists" to view the lists, and "Common objects"->"Other" -> "Malware Scan Configurations". You can view and mofidy these objects from here, or you can do so from the policy.

Under the "Policies" tab, view the details of the policy you wish to edit. Select the Anti-Malware tab of the policy, and you will see "Real-Time Scan, Manual Scan, and Scheduled Scan" all with different "Scan Configurations" applied. Here you can select "Edit" on the Scan Configuration, view the "Inclusions" or "Exclusions" tab(s) to apply a specfic list to meet your needs.