Hi at first you have to create a new named VGPS list, which for sure is than empty.
But you can than see the name of the new VGPS list on top of the page nearby the GPS symbol.
Than you can create your selection , map it and add it to your VGPS as written by you.
In adition, if you create an good query, which only shows all the caches , in which you are interisted, you can use the "line-sign" (left icon on the GPS menue) and create an area around the caches, than you can use the GPS+ sign and add all in one step to the VGPS
Good luck
Bernd