After you have created a group you can start adding applications and AppleScripts to it.
Open the Application Wizard pane in System Preferences and click Groups.
Select the group in the list.
Click the Add (+) button at the bottom of the list and choose ”Add Application or Script”. Browse and select one or more applications or AppleScripts, and click Add. Alternately, you can add applications by dragging them from the Finder or from the Applications panel and AppleScripts by dragging them from the Finder.
If you want to populate the group with the applications that are currently open, click the Add button, and choose Add Running Applications. The Finder and System Preferences will be automatically omitted.