Suppression lists are only used by broadcasts or funnel messages, they're not applied system wide.
You can suppress contacts or domains system wide in the "Exclusions Lists" tab.
Using a suppression list in a broadcast or funnel message is optional and selected during message creation time
Go to contacts -> suppression from the site navigation
Click "Create Suppression List" in the upper right corner
Give the suppression list a name and select a file to upload
Once your upload is finished you'll see the number of imported contacts in your suppression list
