To access this option it is necessary to go to the Players menu (1) > Groups (2).
Then, a screen will appear with the list of Player groups, in this space click on the button "Add Group in the first level" (3), located in the upper right part of the screen. Something similar to this image will appear to you:
A group must have a name and be defined as parent or not. A parent group is one that is automatically selected when creating a Player. In case this information is not altered.
Fill in the fields and click on the Add button. To Add a second level group, click on the name of the parent group and click on "Add Group", Fill in the fields and click on the Add button.