The entries in each phone book are the copyright of the company and website who publish them.
Use of their website data is normally subject to terms and conditions, which often state that the listings cannot be used to create mailing lists.
Sometimes the directory company will sell mailing lists, for a price. Ask them (not us).
We don't have any knowledge of other sources of mailing lists. This site concentrates only on free online telephone directories so can't help with building your mailing lists.