"Groups" in the test are blocks of questions: sections with headings, each containing its own questions. These are not study groups or course streams.
On the test form, click "+ Question Block," enter a title for the block, and add questions using the "+ Question" button. You can change the order of blocks using the "Move Up/Down" options in the block menu, and simply drag and drop questions within a block. Save by clicking "Apply."
To divide test questions into groups, open the Courses section, select a course and lesson, go to the Homework tab, and find the "Test" block.