Yes, that's done with a list server, they let you drip emails to your lists. s2Member can integrate to your list server so they're added to it when creating an account in your WordPress. This video will help: http://www.s2member.com/api-list-servers-video/
also I just noticed. I have set up integration but when I added a new users manually to the site, by pulling them into the S2 enabled site from another site on the network, the user was not automatically subscriber to mailchimp. is that a missing function? or is something not working properly. I would assume that manually adding a user to a specific user level should automatically subscribe people to the appropriate lists
The user would have to confirm the subscription before showing up in your list, right?
Also, other features were added after that video was created. Please check the settings under WP Admin -> s2Member -> API / List Servers -> Automate Un-Subscribe/Opt-Outs