Edit > Group

Group Under

Group objects under one of the following:

Parent

Groups the selected objects under their lowest common parent in the hierarchy. For example, selecting a single object and grouping puts the group node immediately above the selected object in the hierarchy.

Selecting objects that are in different hierarchies puts the group under the world since they don’t share a common parent.

Selecting objects in different parts of the same hierarchy puts the objects under their lowest common parent. If you go from each selected object, the new group will be placed under the first node containing all the selected objects.

World

Puts the new group under the world (at the top level of the hierarchy).

Group Pivot

Select where you want the pivot point for the group to be.

Center

Puts the new group’s pivot point at the center of the bounding box of the grouped objects.

Origin

Puts the new group’s pivot point at the origin of the new group’s coordinate system.