To add a new membership group in Active Directory
- Open the Active Directory Users and Computers console.
- In the navigation pane, select the container in which you want to store your group. …
- Click Action, click New, and then click Group.
- In the Group name text box, type the name for your new group.
For More Information Please Refer: https://docs.microsoft.com/en-us/windows/security/threat-protection/windows-firewall/create-a-group-account-in-active-directory