Set up your list filters. Search for Calls-to-action in the filter categories
Select this and then select or search for the CTA you want to build the list on:
Set the CTA status: For example: Contact has clicked this version of the CTA Any version of the CTA (You can choose other versions if you are doing A/B or multivariate testing on your CTAs)
Now close the editor and save your list.
You now have a list of all contacts who have every clicked on that particular CTA.