The names of the groups have to follow Poser protocol.
All groups start with a "small" letter; Example hip, and not Hip. (I think to remember a chapter in the manual about group names) Otherwise, load a default Poser figure and study the group names.

The tool is the tool here above, and the procedure is exactly the same as for material groups.
Select the polygons, create a group, and assign.

As easy as creating material groups. But the using the correct group names is very important.

Poser 1, 2, 3, 4, 5, 7, P8 and PPro2010, P9 and PP2012, P10 and PP2014 Game Dev
"Do not drive faster then your angel can fly"!