How do you group icons together

Touch and hold one of the apps and they should start shaking. Then drag one of them over the top of another and a folder should get created with those two apps in. You can then drag more apps over and into it, or create more folders in the same way (but you can't create folders within folders); press the home button when you've finished so as to stop the shaking. Some people find it easier to do when connected to iTunes using the device's apps tab it's easier to move things around via your computer, and changes don't get committed until you sync them onto the iPad.

There is more info in the manual (chapter 3) which can be downloaded from here http://support.apple.com/manuals/iPad.

Hold down the icons for a second or two until you see them 'wiggling'. Then just drag one on top of another and you'll see a folder being created. After that, just drag any icon you want into the folder. You can also rename the folder to whatever you want.