New to Pihole - Not Blacklist populated

Hi there!
I want to ask for your help as I am new to Pihole and after some time of research I decided to install it on a Synology NAS with Docker. I followed a very simple step by step guide and it seems to work fine and claims to be blocking. The first thing I noticed is that google ADs don't block them. Then I checked on the Blacklist and Adlist but I don't see any domains or sites loaded. I ran an update and it seems to load them but the list is still empty. (please see pic attached)

I saw that there are lists for example in The Firebog with a format https://v.firebog.net/hosts/static/w3kbl.txt, however I don't know how to load them manually or if it is possible to load them at the block level from the GUI. I have no experience from SSH. Pls Help me see what I could do? It occurs to me to upload from https://firebog.net/ all "suspicious lists" and all "Advertising Lists" by hand. But I don't know how since they are all in txt format and I don't know how to do it, or I don't see from where. It is possible to upload the entire list in a bulk way?

Later I also see another place that is Adlist, but I don't know if they are also added there or it should be one by one from Blocklist.

Excuse me I'm a newbie and hopefully you can help me

The Adlists tab was where you'd configure blocklists in Pi-hole 4.
It's still there in Pi-hole 5 to point users to the new Adlist tab in Group management.

Your Pi-hole would take you there if you'd click the respective link to its group management pages as shown in your first screen shot.

Hi, thanks for your quick reply. I have an additional question to understand how pihole is configured from the GUI. When I updated the severity list, it should not fill with the sites that are blocking in the section "Blacklist Management”? Because I have seen youtube tutorials that just when finish installing, sites appear there, and everything appears empty to me. Another thing that I notice is that for example it is not blocking google advertisements. I thought it was already standard ad blocker behavior.

Finally, I could load from these sites that make up blocking lists in the adlist part all the sites from a single load or should I manually load one by one, or is there a way to point to one of these sites and make automatic update? I have little experience with Linux and I see that I can run commands from the container terminal. What do you suggest so that I have it well configured? thank you!

No.
Gravity is compounding all lists you've configured via Pi-hole's Adlist UI.
Once you've added a blocklist there, Gravity will update its content once a week automatically.
Blacklists would allow you to add additional domains to your blocklists, either as an exact match or by a RegEx pattern. Those definitions would be static, of course.

If you want to expand your blocklists, go for quality and content, not for sheer volume.

Focus your attention on the sites you visit regularly - if they still show ads, go tune your blacklists until satisfied. After all, it’s of little use having a domain on your block list that you never visit.

If you are still seeing ads in places you visit regularly, How do I determine what domain an ad is coming from? has good insights on how to decide what sites to block.

As for Youtube, blocking embedded ads is almost impossible, as the bulk of them is getting served by the same domain as the content.

Depending on how you've configured your network to make use of Pi-hole, it may take a while for a client before it picks up Pi-hole as DNS server.
You may speed this up by disconnecting and reconnecting a client to your network, e.g. by switching its wifi on and off, or by power-cycling that client.