(PM v. 4.80) I have made a distribution list and I want to send an email but PM doesn't.
The To: field shows the correct distribution list: "@C:\Pmail\LIST2F5A.PML". After pressing Send the status bar shows "Message was sent successfully." The Queue Manager stays empty and the mail appears in the Copy-to-self folder immediately. Not anyone in the list receives the mail. It doesn't work for none of my accounts at different providers.
How can I solve this?

I did a test send from a dlist in which I intentionally added a bad address as the first address to see if that affected delivery. It didn't. Delivery was made to the valid addresses but no notification was received about the bad address.

At this point I do not have any suggestions on how to troubleshoot your problem. Consider creating a new dlist with just your address in it (multiple if you have them) and see if that works. If it does, maybe there is something wrong with the .PML file that isn't working.

I've never put a path with the distribution list. Have two that I use regularly and then are located in my PMail folder C:\PMAIL\MAIL\PMLIST.PML is one.
User @PMLIST.PML

File contains.
\TITLE PMLIST
\SENDER pmail@listserv.ua.edu, pm-win@listserv.ua.edu
\REPLYTO mikes@guam.net
\SIGNATURE 1

pmail@listserv.ua.edu
pm-win@listserv.ua.edu

Use that if I want to send messages to both lists. If I send a message to PM-WIN list I get a message that I'm not authorized to send it to Pmail??
If I use this, get a message that it is sent to both, but get another saying it wasn't added to list since it was already in Pmail??

What does you file have in it?
If you put it in mail folder and try to use it without the path?

With mine, if I use it, the message then appears in queue..

In answer to your remarks:
I created the list in the Addressbooks and distribution list window on the Distribution lists tab which is the intended way. My test list contains:

For me this looks O.K..
The path in the To: field of the email is displayed automatically if I select the distribution from the Distribution lists tab. Removing the path, so: "To: @LIST2F5A.PML" and sending the email behaves the same; nothing was sent and no errors.
Maybe the first step in finding a solution: Why is the email not going to the Queue Manager first as all my normal emails do?

I believe that is not correct..
From Help.
To field (suppressing the list of recipients) Entering an address in this field will force Pegasus Mail to suppress the listing of all the recipients' addresseses in the To: field when you use the list. Instead of showing every member of the list, the To: field will contain only what you enter here. Because of the way Internet mail works, you cannot simply enter any piece of text in this field – you must enter something that can be legally processed as if it were an e-mail address. We recommend that you use the following format to create the contents of this field:
" (descriptive text)" < (your own address)>
Replace (descriptive text) with a meaningful name for the mailing list, and put your own address where it says (your own address). Recipients will almost always see the descriptive text instead of your address so it will not seem as strange as it sounds. The quote characters around (descriptive text) and the angle bracket characters around (your own address) are vitally important and must be included exactly as shown.
Example: You have a list of friends with whom you play golf, and you want to be able to send them messages as a group: you might enter "Golf buddies" as the (descriptive text) (remembering to include the quote characters, of course), then place your own e-mail address where the example above shows " (your own address)".

You need to have the addresses listed below the header lines that start with \

With your setup, you have a distribution list that sends to no one?

\TITLE PMLIST
\SENDER pmail@listserv.ua.edu, pm-win@listserv.ua.edu
\REPLYTO mikes@guam.net
\SIGNATURE 1

pmail@listserv.ua.edu
pm-win@listserv.ua.edu

So, \TITLE has name of list, \SENDER sents this instead of the complete list of email address.
\REPLYTO and \Signature are obvious.
Think there is suppose to be a blank line, and then the list of each persons email on separate lines.
Have one distribution list that has 225 emails.

So \SENDER is a header option rather than the list of people to send the message to.

With that understanding you would be distributing to no one.

Example: Have a list call GCCALL.PML that includes 225 employees from my college. Don't want to send email address to everyone.

So have this in file.
\TITLE GCC ALL
\SENDER GCC ALL GROUP
\REPLYTO mikes@guam.net
\READING Y
\DELIVERY Y
\SIGNATURE 1

list of the 225 email address

created new list
MEMyself
FileName MEMYSELF.PML
To: field "Me and Myself"
Reply to: mikes@guam.net
No transmission option and No Signature selected
click ok.
Put two emails on right panel
mikes@guam.net
msetzerii@gmail.com

Contents of MEMYSELF.PML
\TITLE MEMyself
\SENDER ME and Myself
\REPLYTO mikes@guam.net
\NOSIG Y

mikes@guam.net
msetzerii@gmail.com

Found that sender should have "'s around it if no email address, otherwise it add @smtp option..

When used the email has th \Sender as the TO: Line only instead of whole list of emails.

Thank you all! Now I understand what I did wrong. I didn't realize the white pane right of the list names in the Distribution lists tab was a field to fill-in the recipients! I thought the recipients had to go into the To: field: in the Distribution List Settings window.
Now it all works: If I leave the To: filed: empty all recipients see the other addresses but I if I fill-in my own email It keeps the recipients secret for each other.
There is a little bug: although I didn't check the box "Request confirmation of reading" it still does: The receiver does generate an email automatically when he opens the mail.
If I edit the .PML file and add a line with "\READING N" in the header the reading request is not generated.

I can't duplicate this. I have enabled the sending of read confirmation requests in both of my instances and then sent some dlist messages to address in both and no read confirmation has been generated. I don't see a related header but am not sure that I should. I first thought that the recipient has an "always send read confirmation" option enabled but I don't see how adding "\READING N" to the .PML would cancel that out.

FWIW, when I was working I used dlists extensively and never received a read confirmation. That was on v4.73 though, not v4.80 that I'm currently running.

The read confirmation is very poorly supported now. Use to be most clients would honor the requests, but many clients and perhaps servers now strip the request or completely ignore it.

Have some lists that I included my email in, and get the message, and then get message back that showed I read it, but not from any others and I know that they got messages, but they are generally using web mail or outlook.