Of course first you need to create the group itself.
From a php script this could be done with:
<?php
require('/var/www/fog/commons/base.inc.php');
FOGCore::getClass(
'Group'
)->set('name', 'SomeNameToNameThisGroup')
->addHost(array(1,2,3,4,5,6))
->save();
Of course change the array(1,2,3,4,5,6) with the list of ID’s you need to associate to the group.