To access Groups, go to Settings > Notifications.

A notification group is a collection of email recipients who will be notified of selected events.

New groups are created on the Notification Groups page. The page also lists the groups currently existing. 
To create a new group, click the . Name the group and then add established system users to the list of those notified when the group is applied to a given event. Don't forget to save your new group by clicking CREATE GROUP