Web Service Groups are used for cases where multiple requests must be emitted to retrieve/put data. For example, in order to get all persons, one might need to get all contacts (1 WSR) plus all users (1 WSR).
You can add a Web Service Group using the “Action” menu on the Integration Site. Web Service Request Group required a specific ID (as for Web Service Request), and you just have to select the Web Service Requests that it will used.