NB!! By default no security is enabled on ezmlm-web.

The effectively means that at the moment, anyone can go to
  http://<your host>/cgi-bin/ezmlm-web
and alter any of your primary mailing lists.

If this is not what you want (and it probably isn't :), you need to
either create a <File> directive in you apache configuration, or
use a .htaccess file, or provide some other means of security.

Have a look at the README file in %%PREFIX%%/share/ezmlm-web for
more information. There are also some sample files there.