Install the command `list`

The list command you are looking for is not a shell command, but a command internal to the mail program. So you need to first run the mail command in your shell in order to run the mail program, and then you can use its list command:

firas@wakaba ~ % mail
Mail version 8.1.2 01/15/2001.  Type ? for help.
"/var/mail/firas": 1 message 1 unread
>U  1 firas@wakaba       Mon Nov 28 09:41   15/396   Test
& list
Commands are:
next, alias, print, type, Type, Print, visual, top, touch, preserve, 
delete, dp, dt, undelete, unset, mail, mbox, pipe, |, more, page, More, 
Page, unread, Unread, !, copy, chdir, cd, save, source, set, shell, 
version, group, write, from, file, folder, folders, ?, z, headers, 
help, =, Reply, Respond, reply, respond, edit, echo, quit, list, xit, 
exit, size, hold, if, else, endif, alternates, ignore, discard, retain, 
saveignore, savediscard, saveretain, #, inc, new
& quit
Held 1 message in /var/mail/firas

If mail just answers “no mail”, you can send yourself a mail first:

firas@wakaba ~ % mail
No mail for firas
firas@wakaba ~ % echo "Test." | mail -s Test firas
firas@wakaba ~ % mail
Mail version 8.1.2 01/15/2001.  Type ? for help.
"/var/mail/firas": 1 message 1 new
>N  1 firas@wakaba       Mon Nov 28 09:42   14/386   Test
& list
Commands are:
next, alias, print, type, Type, Print, visual, top, touch, preserve, 
delete, dp, dt, undelete, unset, mail, mbox, pipe, |, more, page, More, 
Page, unread, Unread, !, copy, chdir, cd, save, source, set, shell, 
version, group, write, from, file, folder, folders, ?, z, headers, 
help, =, Reply, Respond, reply, respond, edit, echo, quit, list, xit, 
exit, size, hold, if, else, endif, alternates, ignore, discard, retain, 
saveignore, savediscard, saveretain, #, inc, new
& quit
Held 1 message in /var/mail/firas