User groups and their members can be configured on the separate Groups tab.
Here you can create new groups (New Group button), delete existing ones, and assign users to the group from your lists.
Assigning a user to a group on the Users tab is basically equivalent to adding them to a group on the Groups tab, so you can use any of these methods.
On the right side of the window, in addition to the group members tab there’s Group is visible for tab. It serves basically information purpose and displays a list of the selected group of users that can see this group and users assigned to it (more about configuring visibility see “Who sees who”).