The Group command requires a single group to be selected prior to being available. It allows you to edit group members and/or name of a selected group. Note this command overrides the mask to the entity type of the selected group.
Select a group, then Edit, Group. Simply select more entities or deselect the ones to be removed in the Display window or the List. You can also edit the name as desired.
Tip: Groups are very useful when it comes to setting boundary conditions. For example, you can put the domains on the body, symmetry plane and farfield in different groups before entering the Set Boundary Conditions command. This will facilitate the domain selection process especially for large grids.