Group Cells makes a group out of the selected sequence of cells.
This command is only available when cell grouping is set to Manual.
The grouping of cells is indicated by nested brackets on the right of the notebook.
When you use Group Cells on a selection in which the beginning cells are already grouped, Mathematica incorporates the remaining ungrouped cells into the existing group.
A cell cannot be the first cell in more than one group at the same time.
See The Mathematica Book: Section 1.3.5.
Keyboard shortcuts: g (Windows); g (Macintosh); g (X).