GoCentral does not offer an integration with MailChimp that I'm aware of. They do offer email marketing functionality included within GoCentral. The "subscribe" section on your website is automatically set up to send those subscribers to the GoDaddy Email Marketing feature. You can see these subscribers on the "Subscribers" tab (from the main menu). All email marketing functionality is under the "Marketing / Email Marketing" menu item.
Keep in mind that GoCentral is a Proprietary GoDaddy product. It's not going to connect to a lot of outside programs.
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