Groups are very handy to have, it makes emailing information out a one step function. It also allows you to keep groups in one easy place, such as Sponsors.
Go to Contacts > New Group
Click on New Group and this window will appear
Fill out the relevant details For the Group name then click on the Populate box and select where you wish to populate the group from ie; members, supporters etc.
This will take you to this window where you can then start adding the contacts to the group.