Create a group

Let's say we want to group just the first 3 actions here:

Start by right-clicking on the first item and choose this option:

Now the first item and all following items are selected in yellow:

We want just the first 3 actions, however. So right click on the 4th item and choose this option:

Now we have just the first 3 actions selected:

Right-click on the editor's background and select the Group option:

Enter a name for the group and click OK:

The actions are now grouped together: