You can use the Configuration Web Service to create attribute groups.
<soapenv:Envelope xmlns:soapenv="http://schemas.xmlsoap.org/soap/envelope/"
xmlns:ns="http://www.endeca.com/MDEX/config/services/types/3/0"
xmlns:ns1="http://www.endeca.com/MDEX/config/XQuery/2009/09">
<soapenv:Header/>
<soapenv:Body>
<ns:configTransaction>
<ns:putGroups>
<ns1:group key="Ratings" displayName="Product Ratings">
<mdex-property_Key>PriceRange</mdex-property_Key>
<mdex-property_Key>ReviewScore</mdex-property_Key>
<mdex-property_Key>Designation</mdex-property_Key>
</ns1:group>
</ns:putGroups>
</ns:configTransaction>
</soapenv:Body>
</soapenv:Envelope>
Keep in mind that the group name (the key attribute) must use an NCName format.
To create an attribute group in the Endeca data domain: