A group is a collection of one or more activities. You can have groups inside a group, and it is similar to a WBS (Work Breakdown Structure). You can add a Group in the followings ways:
Using Left Toolbar
Hover over the left Toolbar and select the Group icon.
Click on the icon, drag it to the desired spot on the canvas, and release the mouse button. A new Group will be created in that spot.
Right-click on the Canvas
Right-click on your mouse and select Add New Group.
Convert an Activity into a Group
Right-click on an Activity and click on the option Convert to group