Hello,
Sorry to hear you are having issues. Refer to my short video. Notice when you click and drag over the tabs on top of each other there is a popup message "Drop to Create tab group" appear and when you release the mouse, there is a menu open up with "Create tab group" and "Cancel" appear. Does all these appear while you tried, grouping those Fences?

If not, we need more information on your system.
- Windows full version and OS Build number. Please use Winver.exe.
- Fences full version number installed.
- Also check it the tabs option: Enable creating new tabs turn on. Refer screenshot below.

Thank you,
Basj,
Stardock Community Assistant.