You can set this up manually, by adding a link for each member account you want to list. See this guide for creating a link within your site pages/posts. When entering the URL, you will configure this like:
Where xxx is the login name for the member account you'd like to link to. This screenshot illustrates what this will look like in the editor:
Want to set up a list in your sidebar? See this entry for the different ways you can configure links in your sidebar content.