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 a 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!