C++ Initialize array of pointers

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#include <iostream>
using namespace std;

typedef struct MyStruct //to represent some object
{
    int num;
}MyStruct;

class MyClass{
public:
    MyClass()   //how to do default constructor?
    {
        my_list = nullptr;
    }
    MyClass(MyStruct *_list[], int _size)
    {
        my_list = _list; //How to assign it right?

        for (int i = 0; i < _size; i++)
        {
            cout << my_list[i]->num << endl;
        }
    }
    ~MyClass(){}  //Warning: deleting array - those are supposed to be deleted

    MyStruct **my_list;     //How to declare it right?
};

int main()
{
    MyStruct a,b,c,d;
    a = {1};
    b = {3};
    c = {5};
    d = {7};
    MyStruct *list[] = {&a, &b, &c, &d}; //holds pointers
    MyClass my_class(list, 4);
    return 0;
}