If the site is a URL that contains a list of domains (i.e. the link you posted), you add that URL to your blocklists (Admin GUI > Settings > Blocklist) and save and update (button on bottom right).
I don't fully understand what exactly gravity does and kind of a dumb shit at this (gotta start somewhere). I took one of those block list through that and after gravity updating and stating it was successful. After adding that blocklist that I got from a blocklist site like this one: https://blocklist.site/app/dl/ads, will it block everything from that list?
Gravity is the master list of domains to be blocked, and it is in file /etc/pihole/gravity.list.
To build gravity, Pi-Hole goes to each of the URLs you have listed in your blocklist collection (/etc/pihole/adlists.list), and reads the file. Pi-Hole then combines all the domains from all of the blocklists, removes duplicates, removes items that you have whitelisted, and that is your gravity list.
So, if you add a blocklist URL, it will block all domains on that list.
Note, there is a difference between the "www" version of a domain and the non-www version of the same domain. So, on the list you referrenced, ads.sun.com will be blocked, but if you try to visit www.ads.sun.com, that domain would not be blocked.
When you add domains to be blocked via the query log, these domains are added to your blacklist (/etc/pihole/blacklist.txt), and they are then added to gravity. When you whitelist a domain from the query log, the domain is added to /etc/pihole/whitelist.txt and is subtracted from gravity. When you whitelist a domain, that is essentially making it gravity-proof.