To be more clear - Keyboard Maestro has no real support for arrays, but variables can contain a comma-separated list of numbers which basically exists for things like window frames, screen locations, mouse positions, etc. In calculations, you can access them as Variable[2] or Variable.x (for window rectangles or mouse locations or the like, which really just means Variable[2] anyway).
That said, you can have an array of strings by separating them with any character not used in the string (for example a linefeed or a comma or a bullet (•) or even a sequence of characters like “,KMSEP,”). You can use the For Each action to iterate over the strings, and you can use a regular expression to get the Nth string. See: How to access a text array variable.