You have 3 options:
Add or remove using Individual URL Edit Page
• Go to the Edit URL page by clicking the edit icon at the top-right of a URL box in URLs, from List View or from the left sidebar.
• Add or Remove groups from the "Groups" field/drop-down.
• You can add new group by entering a name and click Enter.
• Click Save.
Bulk add URLs to a group or groups
• Check the checkboxes of the URLs at the URL View.
• Click and open the "Bulk Actions" drop-down menu at the top-left corner above the table, and click "Add Groups".
• At the box that popped up, select one group or more, or add a new group, and click "Add Groups."
• All the selected URLs will then be added to the selected group. Click Save.
Use the URL Groups Page
• Go to the "URL Groups" page at the left menu.
• Click the Edit icon of the requested group.
• Check or uncheck URLs that you want to include or exclude from this group, and click Save.