You have 3 options:
Use the URL Groups Page
• Go to Manage -> Groups from the left menu.
• Click the Edit icon of the group you wish to edit.
• Move URLs that you want to include (left box) or exclude (right box) from this group, and click Save.
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 URL View, or from the left sidebar Manage -> URLs -> click the edit icon for a URL.
• Add or Remove groups from the "Groups" field/drop-down (General tab).
• 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 URL tables, and click "Add URL Groups".
• At the box that popped up, select one group or more, or add a new group (and select it).
• Click Save - All the selected URLs will then be added to the selected groups.