First, you will want to make sure you have created a few user extensions under your Users Menu.
1) Click on Cloud PBX - Groups
2) Click New
3) Give the group a number and name, select the users to be a part of the group, and choose the call distribution mode.
4) Enter your Ring Count, Call Forwarding options, and if you want, Service Continuity Number in case of power outage.
5) Choose the voicemail box you would like to use (leave blank for Group's voicemail box or choose a specific user) then click Save.
There are two ways to setup voicemail in a group, this article is helpful in explaining the differences in more detail.
That's it, you have now created a Group!