From your 'My Hub' page (please see below)
On the left hand side of your account, you will see the side menu in which you can select 'Groups'.
This will then show any groups you have already created
Simply click 'Files' from the 5 options at the top of your page.
By clicking 'Create File Group' at the bottom of your screen
You will be able to create a File Group
Once created you can simply select the group to add any Files bu selecting 'Manage Files'