How does the data wizard work with groups?

If you have already created groups in your Mailchimp audience, you will be able to assign imported members to them on the last screen of the data wizard. Click edit groups to choose groups for that import. Groups can only be added, not removed, via the import wizard.

Groups must be set up in Mailchimp directly. If you have not already set up groups or would like further information please see - https://mailchimp.com/help/getting-started-with-groups/