Set up your list(s) on a sheet. Select all of the entries in a list and give
the group a name by typing a name into the 'Name Box' and terminating that
with the [Enter] key. The 'Name Box' is the box at the left of the formula
bar that usually shows the cell address of the cell on a sheet you have
selected.
Then on other sheets where you want to use a list for validation, when you
get to the dialog box, choose "List" for type of validation to ALLOW and in
the SOURCE entry type
=ListName
where ListName is one of the names you used to name a given list.