does linux shell support list data structure?

It supports lists, but not as a separate data structure (ignoring arrays for the moment).

The for loop iterates over a list (in the generic sense) of white-space separated values, regardless of how that list is created, whether literally:

for i in 1 2 3; do
    echo "$i"
done

or via parameter expansion:

listVar="1 2 3"
for i in $listVar; do
    echo "$i"
done

or command substitution:

for i in $(echo 1; echo 2; echo 3); do
    echo "$i"
done

An array is just a special parameter which can contain a more structured list of value, where each element can itself contain whitespace. Compare the difference:

array=("item 1" "item 2" "item 3")
for i in "${array[@]}"; do   # The quotes are necessary here
    echo "$i"
done

list=""item 1" "item 2" "item 3""
for i in $list; do
    echo $i
done
for i in "$list"; do
    echo $i
done
for i in ${array[@]}; do
    echo $i
done