To group a selection of photos depends on their location and order on the timeline ie:
A contiguous sequence - select (left click) the first in the sequence then, while holding the Shift key down, select the last one then click the group icon
Non contiguous (random) photos - select the first photo to be in the group then, while holding down the Ctrl key, left click all those to be in the group, then click the group icon.
Thanks but this doesn't work. Also when i highlight any clip on the timeline and move it, ALL the clips that follow move with it. Very frustrating. Hence why I use Movie Edit Pro for photoshows. Disappointing though
From the version number you have either Photostory 2016 or 2017.
AFAICS neither version has the feature to group objects.
To get the grouping feature you need to update to a newer version eg Phtostory 2025 which you can purchase for the upgrade price as you already have a version of the program.