Open page, that is responsible for displaying news list (Content tab - Source View).
Click on System Tags button. Find news-rss link and click on it.
It will place sample <sys:news-rss news-type="SYS1..SYS5"/> tag for you.
Replace "SYS1..SYS5" with real id of the news section (it is the same id, used in <sys:news/> tag and publish page.
Open "News" Module. Go to "Setup" - "Object Types" and choose news type, you want to add RSS to.
Click on "Edit" icon in "Additional Settings" section.
Place "Path to News in RSS Feeds". It must be the same, that is used for "details" page (see settings in "Content Management" Module) and click on " "Save" button.