There's two ways to create a new group:
From your Portolio
Go to the Portfolio section, then select the Groups option.
Click the + New group button and enter the name.
Click the Create button.
From a company's page
If you are inside a company's page, at the top you will find a gray button called + Add.
Click the + Add button.
Enter the new name of the group you want to create, press Enter.