Projects can be added to a project group when creating a new project. Note, the project group has to be created before accessing the new job so it is selectable from the project group dropdown in the edit project details.
Information to create a project group here.
Existing Projects can be added to a Project Group from the Edit Project link from the Current Projects list Projects -> Dashboard in the WorkGuru menu. Projects that aren't already allocated to a Project Group are listed in the edit project screen.