On the Source Definition of your import task, in filters, specify the name of the Mailchimp audience to get subscribers from instead of Enter your list name....
In the Mapping Definition of your import task, for the subject field, specify the name of your subject for lead instead of Enter your Subject....
If you need to create Dynamics 365 leads only for specific new Mailchimp subscribers, you can add more filter conditions for the source subscribers.
You can also add more similar filters with different list names and use OR operator to import Mailchimp subscribers from multiple lists. You can also remove filters if you want to import Mailchimp subscribers from all your Mailchimp lists.