To create a group:

1. Select Create Group from the Groups menu.
2. A group temporarily named New Group appears on the Groups Panel.
3. Type a Group name.
4. Drag and drop selected references from All References (or from another group) to your new Group.

Individual references can be both dragged into groups and deleted from groups, noting that they will always remain in All References until deleted from there. You can drag-and-drop the new group to any custom Group Set.