From Thunderbird 102.6.1, File > New does not present Mailing List as an option.

The article referenced in the OP suggests (via "Open the Address Book" and included graphics) that there is an Address Book application that is separate from the Thunderbird Email application. From Thunderbird 102.6.1, there is an Address Book icon on the left vertical toolbar. When I click on that, it opens an Address Book tab in the Thunderbird application. This tab shows my contacts, and when I select multiple contacts from the entire list, the selected contacts appear in the main panel to the right. Once more than one contact is selected, there now appears a "New List" button just above the list. When I click on that, the button highlights for a second, but nothing happens. I can't drag the list anywhere.

I think I figured it out. You cannot create a mailing list for an address book connected to a gmail account. The option to create a mailing list is activated only for "Personal Address Book" and "Collected Addresses". Sure would be nice if that article would have mentioned it. Or maybe this is a bug, and you should be able to create a mailing list for an address book connected to a gmail account.

I call it a bug. The mailing list can be used for any email account. I only want the mailing list I'm creating to ever be used from one specific email account.