I split your original topic and created a new topic for the question in your post above mine here. There is enough room on this forum so everybody can creata a seperate topic for all their questions. If the topic title matches the content as closely as possible people just browsing the forums because they a) look for a topic they might be able to help in or b) look for a topic with help to their own problem, have a significantly easier job. Due to the a people following this simple rule also means you will get help faster and better.
I admit it seems like a non-issue if the forum is basically run by me alone and there is only a question a month, if even that, but let's do this properly anyway. You never know. The forum might just grow a bit.
To answer your question:
You will have to be a bit more specific about what you mean by "models". Do you mean StaticMeshes, Prefabs or player/weapon-models or how do you want the grouping to work?
If you want to assign a bunch of actors to a group so you can easily hide/un-hide or select them later on you should read this mini-tutorial about the group browser I just wrote:Click me!
You can also save parts of your map, including emitters, lights, etc. as so-called "Prefabs". You can later place those Prefabs in your map. This is usefull if you have the same corridor more than once.
I think you can just select all the actors you want in the Prefab, open the Prefab browser and click Create Prefab From Selection or something similar.
I can post closer instructions if you want me to.
The third possible meaning of your question I can think of is to seperate your StaticMeshes (or Textures or any other type of content that is saved in packages for that matter) into different groups inside a package so you can more easily find them. For example: If you have a hundred StaticMeshes in your myLevel package it can be hard to find what you want in the browser. You can group them to groups like Ceiling, Wallmeshes, Lamps, etc. To do that simply enter a descriptive group name in the "Group" field of the little window that pops up if you import or create a StaticMesh (/Texture/Sound/Script/etc.).
If you meant something else please ask again.