Best way to group meshes like thst is by material. It's fast and that's usually what you want to work on anyway is the materials right? So open up all the layers actually ungroup everything first. then Display / Material summery. Click a material then notice on the right all objects using that material are highlighted? Group those objects. Keep doing it till all the materials are grouped. I don't know why sometimes meshes import with grouping intact and other times not intact. I think it has to do with the export program settings to tell you the truth. You can rename any and everything on the right there anyway. I think double clicking on it works then you must press enter for it to stick.