To create a new Filter Group, go to the Org Admin section of your account (accessed via the icon in the purple navbar). From the green navbar menu select 'Manage Filters'.
Then click the 'Add Filter Group' button to display the Add Filter Group modal and input the name of the Filter Group you want to create.
You can select which color you would like every Filter in this Group to display with, for easier identification. When using the base platform, you can add up to three different Filter Groups.
The Filter Groups you create will appear on your Manage Filters page, ready for you to add Filters to them.
You can edit the name of any Filter Group by clicking on its name at the top of its column.