Note: You have to be an Owner or an Admin on the team to be able to create a new group.
Groups are the best way to share records with select members of your team. Users have created Groups to manage logins commonly used by Accountin, Marketing, and Development teams.
On the dashboard, click on your name in the upper right corner to pull up the Manage Teams menu:
Select Groups from tabs on the left and click on button to Add a Group:
Next, read more on how to add records to your Groups: Sharing Records