You can connect Mailchimp with Form Block or Newsletter Block on Squarespace.
A. Connect Mailchimp with Form Block
#1. Edit Form Block > Choose Storage > Additional Storage
#2. At Mailchimp > Click Connect
#3. Enter your Mailchimp username/password
#4. Click Allow
#5. Choose a Mailchimp Audience List
B. Connect Mailchimp with Newsletter Block
#1. Edit Newsletter Block > Click Storage > Other Storage Options
#2. Connect Mailchimp
#3. Enter your Mailchimp username/password
#4. Click Allow
#5. Choose a Mailchimp Audience List