To set up a Page Group, navigate to Settings -> Page Groups and click the orange add button.
Add the URL’s of the pages to be included in the page groups by either selecting URL or URL Rule.
URL: if the pages does not share a common pattern, you can manually enter the URL of each page.
URL Rule: The best way to add a series of pages is to define a rule for URLs.
For more information, see here URL Rule.
Once a page group has been created you can Edit or Delete in the Page group Settings panel.