To do this, please go to the keyword management of the relevant project:

Administration > Projects > projectdomain.com > Keywords.

Different keywords can be selected in the list and assigned to a keyword group via the button " Select action".

Subsequently:

You can also create a new keyword group directly in this step. To do this, place the cursor in the input field and enter the name of the new keyword group:

By pressing the "Enter" key, the new group will be created:

And can then be assigned to the keyword :

Under Administration > System > Keyword Groups these can be managed: