Seriously? It took just about 12 seconds to find it in the modern Garmin Connect, and about a minute to find it in classic.
To find it in modern, click the three horizontal bars icon on the left edge of the screen. Click the word Groups. Click the big + symbol near the top of the page. In classic, click your user name near the top-right corner of the screen. Click Settings from the dropdown. Click Groups from the menu bar on the left of the screen, then click the Create New Group button.
I thought I outlined what things you had to click to get to the page. Yup, I did. I just verified my instructions work. I'm not sure what you are complaining about. Are you upset that there isn't a Create Group menu on the main dashboard page? I'm 99% certain that there was never an option to do this directly from the main page. It isn't something that a user would need to do frequently, so it makes sense that it is a few clicks away.
Either attach a screenshot, or explain what you see. Do you see the Settings page? Do you see the word Groups near the top-middle of that page? Do you see a dropdown box near the right of the page? Is there an Create New Group option in that dropdown? Is there a Save button at the bottom of the page?