Take a deep breath and relax

Select the first element layer you want in that group. Go to Layers (On the menubar on top) and click New Layer Group. You should then see a new layer with the selected element layer indented under that.

Next drag each of the other element layers you want in that group up right under the layer saying Group 1 (Or whichever name you have given it)

To delayer a certain element you can just take that sublayer from the layergroup and drag it out from there.

If you decided that you don't want any layergroups after all, all you have to do is drag them all of the Group and the group indicator will disappear on it's own.

Hope this helps