To create a Security group, you can follow below steps:
- In the Microsoft Intune account portal, click Security Groups > New to start the New security group wizard.
- On the Details page, provide a name for the group, and then click Save.
- On the Members page, you can add both users and groups to a group:
- To add users: Set List type to Users, select one or more users to add to this group, and then click Add.
- To add groups: Set List Type to Groups, select one or more groups, and then click Add.