Hi Julia - Belated reply in case you haven't received one yet. You would import a .csv of the unsubscribed people into a Marketo static list in the database. The spreadsheet would have two columns. The headings would be: Email Address and Unsubscribed. For the unsubscribed column all the values should be "TRUE".
If this list of thousands would impact your database size, know that you can delete the records and Marketo will "remember" that they have been unsubscribed. So the next time an unsubscribed record comes in, Marketo will automatically mark Unsubscribed as True. This is a feature called Durable Unsubscribe - more details here: Durable Unsubscribe