1. Go to the Dashboard of the domain in question
2. Scroll down to the keyword section. Check the keyword(s) you wish to add to a group. The box at the top of the keyword section can be marked to check all keywords.
3. When you are done marking the keywords you want to add to a group. Go back to the top of the keyword section, and to the far right click the "assign to group"-button.
5. Write the name of the group and save.