The permission to edit all the sprites in a group is needed to group and ungroup the sprites. See also Permission of Sprite for more information about the permission.

Multiple sprites can be grouped/ungrouped  by selecting “Group”/“Ungroup” from the context menu (submenu). 

Grouped sprites are operated together in the following manner:

• Move: They are moved together by moving one of them.
• Delete: They are deleted together. (You cannot delete just one of them.)
• Copy and Paste: They are copied and pasted together.

Let me add that the overlapping order (z-index) of the sprites is set independent of the group.