All Attribute Groups
When navigating to all attribute groups you can of course see all of them. In this view you can also see the assigned attributes of each group.
From this menu you can create / edit your attribute groups.
Create / Edit
When editing or when creating an attribute you first should assign the attributes to the group. Here you can select multiple. Then you can set a custom image / icon and set a menu order if you like.
The output of the example below will then look like this: