I believe this is done automatically after you have gone into the "groups" section of your site and put your hubs into different groupings. I think the group thing is listed on the left side of your statistics page.
Sometimes it's hard to decide where you want you work to be. Also, (and maybe this is the real answer), when you start a hub, you pick a topic. I would think this in itself might put your writing in a certain group. My best guessses!!