The New Group... menu item creates an empty group.
  New Group does not automatically place any
  elements or groups in the newly-created group.  After
  a group is created, you can place any related set of
  elements or groups in that group by using the Insert
  Element... or Insert Group... menu items.

  When you choose New Group..., a dialog box appears,
  allowing you to specify options for the group that you
  are creating.