As the others have said, Hub Groups, are groupings that you want for your Hubs. They do not have to be the same as the way Hubs are categorized into topics. You can link different hub topics in to one of your groups that you feel makes sense.
For instance, I have groups for areas I like to write about such as, "Hiking and Biking", "Travel", and "Maine Topics". A Hub about a hike in Maine could go into any of the 3 groups. I would put it in "Maine". A hike at the Grand Canyon could go into either of the first 2 groups. I would put it in "Hiking and Biking". My Hubs under my grouping of "Maine" include several from different HubPages Hub topics from travel, or Maine, to lobster recipes.
When a I publish a Hub in my "Maine" grouping, along the bottom of the hub will be 2 options with my other Hubs in my "Maine" grouping. This links some of my hubs to the displayed Hub even if the linked Hubs are under different Hub topics. In looking at this closer, the order of your hubs within your grouping seems to be also important. Your Hubs in your grouping that are linked below the displayed Hub are the ones just before and just after your displayed hub in your grouping list. You may want to make sure that Hubs in a grouping are in an order you want them in considering how they will be offered as a "previous" or "next" hub to a hub that is displayed.
Below my 2 hubs will be other randomly selected (by HPs) Hubs on the topic the displayed Hub is published under. Sometimes these can be my Hubs, more often they are Hubs by others. It depends on how many Hubs are published in a HubPages Hub Topic category and the quality of the Hub. If I have a high quality Hub or the HP's topic has only a few Hubs in it, one of my Hubs could be displayed here.
Hope all of this makes sense.