In order to add products to a product group, you will need to navigate to the "Admin" tab and then into "Product Groups". Once there, select your chosen product group.
Beneath this product group name line, you can find all the products added to this group. Providing it’s a new group it will say, “There are currently no products added to this group”.
There’s a drop-down called add products, clicking this opens a drop-down. This will list all products currently in your system.
Each of your products has a green plus to the right of them. Clicking this will move the product to the top of the page, as it is now in the group.