The Admin Interface
The admin interface is going to be somewhere like http://$WEBSERVER/mailman/admin/$LISTNAME – it's a web thing.
I'm surprised that it wasn't mentioned in the install stuff directly (I'll have to take a look at improving that if it's not) but what definitely is in there is instructions on how to set up the ScriptAlias in Apache to make that work. Hopefully you did find that part already and it should already be up in running (if you didn't, do a quick search for ScriptAlias on the install files that came with Mailman. It's definitely in there somewhere.)