You'll first need to make sure your Partners are sharing their Audiences properly.
Once they've done that, go to a Connect Partner's profile:
You can see their available Retargeting Audiences here. This Partner has shared their 'Cloud' list for me to use.
To target this Audience, go to the Actions column and click the button to select the type of Retargeting Campaign you wish you launch:
This will bring you to the campaign creation page. You can now see you will be targeting the selected Audience for this campaign. (In this case, the 'Cloud' Audience).
Note: When you target a Partner's Audience, we'll automatically Exclude your All Visitors Audience to ensure you're targeting traffic you have not cookied on your site.
The rest of the campaign setup is exactly the same! Select your ads, campaign settings, and launch! If you need assistance setting up a campaign, take a look at this tutorial.