When setting up Alerts you have the option to add a group for those Leads to go into as contacts.
This is useful for when you want to send a group of Leads an email campaign specific to their actions on your website.
When creating your Alert, you will see the tab Gator Integration, under Alert Actions.
In this tab you can tick the box to send contacts to a group, and select the Group to send them to.
If you don't have a group created, simply go to GatorMail, select Audience -> Groups, and create the required group.