A list comprehension is used to convert and/or filter elements of another iterable, in your case a range but this could also be another list. So you can think of it as taking one list, filtering/converting each element and producing a new list as a result.
So there's no need to append to any list as that's implicit in the comprehension.
For example, to produce a list of all squares in a range you could do:
[x*x for x in range(10)]
This would automatically "append" each square to the resulting list, there's no need to do that yourself.