Ok maybe the question I should be asking is ...How do I publish a nintex form to a custom list?
You usually start building a Nintex form from the SharePoint list. I have never seen it the other way around. :-) You first create the list in SharePoint and in the menu you click on Nintex Forms to create the form for this list.
Where have you built your form? Can you send sceenshots?
Once happy with the form design after following Francois Crous suggestion you just click publish. Then add new item to list and form will be in use.
Retrieving data ...