You will be able to see the settings tab only if you have admin rights.

1. Click Settings from the menu on the left hand side:

2. Navigate to the Groups tab:

3. Click +New group to create a new group:

4. Enter a Name and Description for the group and click Save:

5. To add Agents to the group click on the add option:

6. To add agents to the group simply drag them over and click Save: