Here are a few ways

aList.stream().map(A::getB).forEach(bList::add);
// or
aList.forEach(a -> bList.add(a.getB()));

or you can even create bList() on the fly:

List<B> bList = aList.stream().map(A::getB).collect(Collectors.toList());

Verbatim it's like this, with a Collector:

List<Integer> orderDayList =
    IntStream.rangeClosed(1, 28)
             .boxed()
             .collect(Collectors.toCollection(ArrayList::new));

A bit shorter if we don't care about the type of the List:

List<Integer> orderDayList =
    IntStream.rangeClosed(1, 28)
             .boxed()
             .collect(Collectors.toList());

See Collectors+tutorial.

Is that correct approach [...]?

Well, modifying the outside world from inside a lambda is considered sloppy form but it doesn't really make a difference for such a simple thing here.

Also, just to get you thinking, your lambda can be written as a method reference:

IntStream.rangeClosed(1, 28)
         .forEach(orderDayList::add);

You can simpliify it if you collect the labelName and its id to a Map and then use that Map in your service method such as:

public Map<String, Integer> labelIdByNameMap() throws ApiException {
    List<LabelInfo> labelsList = getAllLabels();
    Map<String, Integer> labelNameToIdMap = labelsList.stream()
            .collect(Collectors.toMap(LabelInfo::getName, LabelInfo::getId));
    return labelNameToIdMap;
}

further using it as :

public void enableSpecificDevices(RuleIdentifier identifier, String[] labelNames) throws ApiException {
    Set<String> labelNameSet = Arrays.stream(labelNames).collect(Collectors.toSet());
    List<Integer> filteredValuesToRemove = labelIdByNameMap().entrySet().stream()
            .filter(e -> labelNameSet.contains(e.getKey()))
            .map(Map.Entry::getValue)
            .collect(Collectors.toList());

    List<Integer> labelsIdList = getLabelListById(identifier);
    labelsIdList.removeAll(filteredValuesToRemove);

    DisableRequest disableRequest = getDisableRequestBody(deviceIdList, labelsIdList);
    sendDisableEnableRequest(disableRequest, identifier);
}

Side note, in a real-life scenario, querying all labels might end up being costly sometime, wherein there should be trade-offs evaluated between processing all items in memory versus performing batch reads versus single database lookup based on the name to get the id projected.