The steps are:
Go into Studio
Click on "Group" on the left-hand side
Name the group
When the Group is created simply drag and drop your templates in
Aaaand you did it - great job 👏
You can make as many sub-groups as you want to by simply:
Going into a specific group
Create a new group by clicking on "Group"
Name it
Aaaand Voila 🎉
Happy Grouping 😄