'e-Mail Addresses where are they stored?' - assuming your are referring to Apple's 'Mail' e-Mail'er application - the e-Mail addresses are stored within 'Address Book' ('/Applications/Address Book/'). Other e-Mail'er applications use their own Address Books.
'can I get a list of them ...'' - ...
01. In the 'Viewer Window' click on the 'New' e-Mail toolbar icon button, or select the 'File, New Message' menu item. A 'New Message' window will appear.
02. Click on the 'Address' toolbar icon button. A floating 'Addresses' window will appear. Any 'Address Book' entry with an address, will also have the e-Mail address listed in the 'Addresses' window.
03. Select an individual or individuals (with the 'Command' key pressed), and then click the 'To' button.
04. To create 'cc' e-Mail addresses - repeat step 03; but, click on the 'Cc:' button.
05. Close the 'Addresses' window.
'... or do I have to scroll through my inbox and record them one by one' - for those not in your 'Address Book', yes.
To add any 'Inbox', or any other, mailbox e-Mail message e-Mail address(es) to your 'Address Book' ...
01. Open the e-Mail message.
02. Move the mouse over the 'From:' fields e-Mail address, and to the far right - until a down arrow appears) or do a right button (<control>, if with a single button mouse) click - and a contextual menu appears. From the contextual menu you can create a new 'Address Book' entry, etc.