Sorry, but I think I misunderstand what’s explained there:
When I select my instruments, then click the “+” bottom (bottom left of the window, the one usually used to Add instruments), I get the usual window to Add a new percussion instrument. It looks like no group is created.
The colour of the button is important: the Add button for adding a group is in the action bar immediately below the arrangement of instruments in the grid, not the action bar at the very bottom of the dialog. The Add button for a group is immediately to the right of the word “Group”, which is at the right end of a series of options (Move, Stem direction and voice, Gap, then Group)