To create a group, you must go to the "My Groups" tab from your space "My family".
Once on this tab, click "Create a Group" on the top right.
A new window will open:
You can add the group name (1). For example: "My Family".
Then you can add all the people you want to add to this group (2). To do this, start typing their name, a list will appear (3). Click the person you want to add. Then repeat until all your relatives be added to your group.
You can add as many people as you want in a group.
When finished, be sure to save!