Unfortunately, there is no way to create a list of strings in Mendix. You can create a single string with all the enumeration values concatenated i.e. joined. This is fairly straightforward using the create and change variable actions - https://docs.mendix.com/refguide/variable-activities.
Keep in mind Key actually refers to the Name of the enumeration.
If you create/change a String value, or want to change a String variable using an Enum value, you can use getCaption($YourObject/enumAttribute) or getKey($YourObject/enumAttribute) to get the value. Make sure you check if teh value isn't empty or you'll get an error!
EDIT: Missed a part of your question, but Andrej has it covered!