For each auction there is a Marketing Data button that will export a list of users who have previously shown interest in any of the categories featured in the auction. This can be found by navigating to the Auctions & Items > View Auctions tab, then looking in the Actions column, as follows:

When you click the Marketing Data button, the system will formulate a list of the categories featured in the auction (i.e. at least one item exists in the auction with this category assigned to it) and then collate a list of users who have expressed interest in that category during sign up or from their My Settings page:

You can then download this list as a CSV file by clicking Create Marketing List. This list can then be imported into whichever marketing mailout system you use, such as Mailchimp.