An Azure resource group is a way for you to, group a set of resources together.
This is a useful capability in a public cloud so that you can manage permissions, set alerts, built deployment templates and audit logs on a subset of resources.
Resource groups can contain, virtual machines, gateways, VNets, VPNs and about any other resource Azure can deploy.
Most items that you create will need to belong to a resource group but an item can only belong to a single resource group at a time. Resources can be moved from one resource group to another.
To know the procedure for creating resource group, check the following link https://docs.microsoft.com/en-us/azure/azure-resource-manager/management/manage-resource-groups-portal