Right-click on the text DATA FILES, or right-click on any blank space in the DATA FILES window and select CREATE NEW GROUP from the menu.
This will open the GROUP EDITOR window. Enter a group name and select the files to be added to this group. Click OK. This will create a new group. Any un-selected files will remain in the DEFAULT folder.
The group name and associated files will appear in red text. This indicates that unsaved changes have been made. To save changes, right-click on the GROUP NAME to bring up the GROUP MENU and select SAVE GROUP. Text should update to display in black.