Instructions
Load the Valve platform "Steam" and click on the "Tools" menu.
Select "Source SDK" on the Tools list and load a map or create a new one.
Press and hold "Ctrl" and click on the objects you want grouped. This will only select the objects, not make them a single group.
Press "Ctrl" and "G" to turn all selected objects into a single group that can be moved and edited at the same time.