Try List.ofSeq in the Microsoft.FSharp.Collections namespace.
# List.ofSeq : seq<'T> -> 'T list
It’s not specifically for System.Collections.Generic.List<T>, but for IEnumerable<T> (seq<'T> in F#) types in general, so it should still work.
(It’s also not strictly built into the F# language, but neither is List<T> built into C# or VB.NET. Those are all part of the respective standard libraries.)