As for the lists, it is just an area of ram labeled L1-6. It is convenient to use these areas as lists, however because of how large they are and the fact that in any other case it's called a list. You access it the same way you would for other parts of ram, for example if you wanted to access the its 13th byte (you can choose whether to space the items in your list one or two bytes apart, based on whether you need numbers from 0-255 or 0-65535), your syntax would be L1+12 (or 24 if you are using two byte spacing). Be careful when using more than L1 for the reasons explained below however, because some of those areas of ram are used for system things. Refer to the image below, taken from the axe command list.
As for your sprites, hex codes only are accepted by axe in powers of 16, that I can tell. You can make icons for your programs that are 16x16 and 64 hex characters long, and you can make 8x8 sprites for the Pt-On(, Pt-Off(, and Pt-Change( that are each 16 hex characters long. As far as I know, your best bet is to display multiple sprites right next to each other. It's what I've always done... (did you know that you can store sprites from Pic00000 to PicFFFFF?)