In blender any object that has geometry has access to all the materials in your file.
The object with the geometry node is an object with geometry and has access to all the materials in your file (not only those of the instanced objects collection) via the material drop-down list, both in the material tab and the shader editor.
When you say “Nothing will appear in the list” I presume you mean the material slot list of the object that you use for the geometry node. If nothing appears it is simply because you did not give it a material slot (you did not select a material or create a new one).
You can add a new material and a new slot by clicking the large “new” button.
You can add an existing material to the material slot list by selecting a material in the material drop-down. Once you have selected the material it will appear in the “list” and the preview.
You can select any material in your file with the material drop-down, it is a global file shader list.
If you are not using the geometry (and its material) of the object with the geometry node there is no need to add more than one slot as you can flip through all the materials in your file with the material drop-down list and edit any of them. This seems to be the case as you say “Nothing will appear in the list”
If you are using the geometry (and its material) of the object with the geometry node. Simply add new material slot to the list (plus sign at the right) and you can edit any other material in your file by flipping through them with the material drop down with your new slot selected. This will not effect the first slot that has the “assigned” material.
Edit: in the shader editor you can select which material slot to edit and assign any material in you file to that slot using the material drop-down.