Creating a group is not available in the Toolpath list until there is at least one toolpath (and then only via a right-click while hovering within the context of the Toolpath List). This prevents creating a group structure at the beginning of a job, then adding toolpaths to groups within that structure. For example, I might want to create a list of groups like:
Inlays - Light
Inlays - Dark
Then as I build the toolpaths, I can add them to the appropriate group.
To achieve this, you might consider adding an "Add Group" icon to the list of Toolpath Operations icons. This would both allow for adding a group prior to creating toolpaths, as well as highlighting the feature to users.